+210.6%
PH vs HTZ
-91.9%
+302.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -20.8% | +18.8% | -0.2% |
| 7D | -3.9% | -7.7% | +3.8% | -3.5% |
| 30D | -9.4% | -13.1% | +3.7% | -8.7% |
| 3M | -10.3% | +14.7% | -25.1% | -12.7% |
| 6M | +2.7% | -70.6% | +73.3% | +11.0% |
| YTD | +2.1% | -65.2% | +67.3% | +7.7% |
| 1Y | +16.2% | -73.2% | +89.4% | +25.2% |
| 3Y | +129.3% | -80.8% | +210.1% | +142.2% |
| 5Y | +191.7% | -94.8% | +286.5% | +251.6% |
| All | +210.6% | -91.9% | +302.4% | +269.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling