+10.0%
PEP vs HTZ
-89.5%
+99.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.7% |
| 7D | -1.4% | +7.5% | -8.9% | -1.5% |
| 30D | +0.2% | +47.4% | -47.2% | -0.7% |
| 3M | -1.1% | -54.9% | +53.8% | 0.0% |
| 6M | -13.5% | -47.0% | +33.5% | -13.0% |
| YTD | -1.2% | -55.3% | +54.1% | -0.3% |
| 1Y | -1.6% | -57.6% | +56.1% | -0.8% |
| 3Y | -12.5% | -86.6% | +74.1% | -9.9% |
| 5Y | +3.0% | -86.1% | +89.2% | +6.9% |
| All | +10.0% | -89.5% | +99.5% | +13.0% |
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 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