-32.5%
PDD vs HTZ
-89.5%
+57.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | -4.1% | +7.5% | -11.5% | -4.7% |
| 30D | -9.6% | +47.4% | -57.0% | -13.6% |
| 3M | -4.3% | -54.9% | +50.6% | +1.0% |
| 6M | -18.8% | -47.0% | +28.2% | -16.4% |
| YTD | -27.5% | -55.3% | +27.8% | -24.2% |
| 1Y | -33.6% | -57.6% | +24.0% | -31.1% |
| 3Y | -20.4% | -86.6% | +66.2% | +0.9% |
| 5Y | -19.6% | -86.1% | +66.5% | -9.8% |
| All | -32.5% | -89.5% | +57.0% | -16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling