-31.9%
PDD vs HTZ
-92.5%
+60.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.4% | +7.3% | -0.4% |
| 7D | +5.6% | -14.6% | +20.2% | +6.7% |
| 30D | +5.8% | -20.8% | +26.5% | +7.4% |
| 3M | -8.6% | -18.8% | +10.2% | -8.0% |
| 6M | -18.8% | -74.7% | +55.8% | -10.2% |
| YTD | -26.8% | -68.1% | +41.3% | -21.6% |
| 1Y | -39.3% | -73.5% | +34.2% | -33.9% |
| 3Y | -22.5% | -81.8% | +59.3% | -15.8% |
| 5Y | -0.8% | -95.2% | +94.5% | +40.4% |
| All | -31.9% | -92.5% | +60.7% | -13.1% |
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