+233.3%
PH vs HTZ
-93.2%
+326.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.2% |
| 7D | +4.3% | -8.5% | +12.9% | +5.1% |
| 30D | +0.1% | -18.9% | +19.1% | +1.3% |
| 3M | -9.4% | -36.0% | +26.7% | -6.6% |
| 6M | +8.8% | -74.6% | +83.3% | +18.8% |
| YTD | +9.6% | -70.8% | +80.4% | +17.2% |
| 1Y | +14.4% | -75.3% | +89.7% | +24.0% |
| 3Y | +134.5% | -81.6% | +216.1% | +145.3% |
| 5Y | +204.4% | -94.4% | +298.9% | +268.1% |
| All | +233.3% | -93.2% | +326.5% | +301.6% |
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