-93.9%
HTZ vs PTEN
+12.7%
-106.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.3% | -8.1% | -8.3% |
| 7D | -14.6% | -25.5% | +10.9% | -8.5% |
| 30D | -20.8% | -11.7% | -9.1% | -19.0% |
| 3M | -18.8% | -0.5% | -18.3% | -20.2% |
| 6M | -74.7% | -12.9% | -61.8% | -74.4% |
| YTD | -68.1% | +67.1% | -135.2% | -73.9% |
| 1Y | -73.5% | +70.5% | -144.0% | -78.5% |
| 3Y | -81.8% | -10.4% | -71.4% | -83.2% |
| 5Y | -95.2% | +23.7% | -118.9% | -96.2% |
| All | -93.9% | +12.7% | -106.6% | -94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 10y: compounded portfolio wealth divided by compounded PTEN 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…
10y analysis · Full analysis span regression · 6 months rolling