+147.8%
PM vs HTZ
-93.2%
+240.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.0% | +8.6% | +0.7% |
| 7D | -6.6% | -27.5% | +20.9% | -6.1% |
| 30D | -3.4% | -21.9% | +18.4% | -3.0% |
| 3M | +5.3% | -29.2% | +34.6% | +5.8% |
| 6M | +15.5% | -75.2% | +90.7% | +18.3% |
| YTD | +24.3% | -70.8% | +95.1% | +26.3% |
| 1Y | +29.7% | -76.1% | +105.8% | +32.5% |
| 3Y | +144.9% | -82.5% | +227.4% | +148.1% |
| 5Y | +159.0% | -94.1% | +253.1% | +171.2% |
| All | +147.8% | -93.2% | +240.9% | +158.1% |
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 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