+1.1%
PEP vs HTZ
-94.7%
+95.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -20.8% | +21.0% | +0.6% |
| 7D | +6.7% | -7.7% | +14.4% | +6.8% |
| 30D | +13.5% | -13.1% | +26.6% | +13.7% |
| 3M | +3.9% | +14.7% | -10.8% | +3.3% |
| 6M | -6.0% | -70.6% | +64.6% | -4.2% |
| YTD | +2.5% | -65.2% | +67.6% | +3.8% |
| 1Y | +3.9% | -73.2% | +77.1% | +5.9% |
| 3Y | -4.7% | -80.8% | +76.2% | -2.7% |
| 5Y | +1.1% | -94.8% | +95.9% | +7.0% |
| All | +1.1% | -94.7% | +95.8% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling