-91.5%
HTZ vs PTC
+0.1%
-91.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.0% | +7.4% | +3.5% |
| 7D | +7.5% | -10.3% | +17.7% | +11.5% |
| 30D | +47.4% | +1.1% | +46.3% | +46.0% |
| 3M | -54.9% | +1.6% | -56.5% | -55.9% |
| 6M | -47.0% | -13.5% | -33.5% | -44.8% |
| YTD | -55.3% | -19.1% | -36.2% | -52.1% |
| 1Y | -57.6% | -33.9% | -23.8% | -50.4% |
| 3Y | -86.6% | -3.9% | -82.7% | -87.4% |
| 5Y | -86.1% | +6.0% | -92.2% | -88.8% |
| All | -91.5% | +0.1% | -91.6% | -93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling