+236.0%
PH vs HTZ
-93.2%
+329.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.0% | +8.9% | +1.6% |
| 7D | +2.1% | -27.5% | +29.7% | +4.6% |
| 30D | +0.3% | -21.9% | +22.1% | +1.8% |
| 3M | -8.8% | -29.2% | +20.4% | -7.2% |
| 6M | +10.0% | -75.2% | +85.3% | +20.6% |
| YTD | +10.5% | -70.8% | +81.3% | +18.1% |
| 1Y | +15.5% | -76.1% | +91.6% | +25.6% |
| 3Y | +136.4% | -82.5% | +218.9% | +149.5% |
| 5Y | +213.6% | -94.1% | +307.7% | +278.2% |
| All | +236.0% | -93.2% | +329.1% | +304.9% |
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