+107.8%
PCAR vs HTZ
-92.5%
+200.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -8.4% | +6.0% | -1.8% |
| 7D | +0.1% | -14.6% | +14.7% | +1.0% |
| 30D | -4.6% | -20.8% | +16.2% | -3.2% |
| 3M | -22.6% | -18.8% | -3.8% | -22.1% |
| 6M | -12.0% | -74.7% | +62.7% | -4.4% |
| YTD | -6.1% | -68.1% | +62.0% | -0.7% |
| 1Y | +6.3% | -73.5% | +79.8% | +13.9% |
| 3Y | +31.8% | -81.8% | +113.6% | +39.0% |
| 5Y | +104.2% | -95.2% | +199.4% | +138.3% |
| All | +107.8% | -92.5% | +200.4% | +139.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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