+219.5%
PH vs HTZ
-92.5%
+312.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -8.4% | +11.2% | +3.6% |
| 7D | +2.0% | -14.6% | +16.6% | +3.0% |
| 30D | -3.7% | -20.8% | +17.1% | -2.2% |
| 3M | -14.0% | -18.8% | +4.8% | -13.6% |
| 6M | +2.1% | -74.7% | +76.8% | +11.8% |
| YTD | +5.1% | -68.1% | +73.2% | +11.5% |
| 1Y | +10.9% | -73.5% | +84.4% | +19.6% |
| 3Y | +132.9% | -81.8% | +214.8% | +146.3% |
| 5Y | +200.1% | -95.2% | +295.3% | +264.2% |
| All | +219.5% | -92.5% | +312.0% | +282.3% |
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