+20.7%
PG vs HTZ
-90.6%
+111.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.3% | +3.2% | -2.0% |
| 7D | -3.4% | -10.4% | +7.0% | -3.3% |
| 30D | -2.6% | -2.4% | -0.2% | -2.6% |
| 3M | -3.3% | -60.9% | +57.5% | -2.7% |
| 6M | -6.7% | -50.2% | +43.5% | -6.4% |
| YTD | +1.7% | -59.7% | +61.5% | +2.3% |
| 1Y | -7.9% | -66.0% | +58.1% | -7.3% |
| 3Y | +0.9% | -87.1% | +88.0% | +2.9% |
| 5Y | +12.6% | -86.9% | +99.5% | +15.0% |
| All | +20.7% | -90.6% | +111.3% | +23.9% |
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