+548.8%
PLTR vs HTZ
-92.5%
+641.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -8.4% | +11.9% | +4.7% |
| 7D | -12.9% | -14.6% | +1.7% | -11.1% |
| 30D | -17.4% | -20.8% | +3.4% | -14.9% |
| 3M | +2.9% | -18.8% | +21.7% | +4.1% |
| 6M | +19.9% | -74.7% | +94.6% | +41.5% |
| YTD | -9.8% | -68.1% | +58.3% | +0.2% |
| 1Y | -8.4% | -73.5% | +65.1% | +4.8% |
| 3Y | +765.0% | -81.8% | +846.9% | +859.2% |
| 5Y | +516.8% | -95.2% | +612.1% | +834.2% |
| All | +548.8% | -92.5% | +641.3% | +856.7% |
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