+150.2%
PM vs HTZ
-92.5%
+242.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.4% | +6.6% | -1.6% |
| 7D | -5.2% | -14.6% | +9.4% | -4.9% |
| 30D | +2.7% | -20.8% | +23.5% | +3.1% |
| 3M | +5.2% | -18.8% | +24.0% | +5.4% |
| 6M | +17.0% | -74.7% | +91.7% | +19.8% |
| YTD | +25.5% | -68.1% | +93.6% | +27.3% |
| 1Y | +35.5% | -73.5% | +109.0% | +38.2% |
| 3Y | +143.9% | -81.8% | +225.7% | +147.3% |
| 5Y | +161.8% | -95.2% | +257.1% | +175.2% |
| All | +150.2% | -92.5% | +242.8% | +160.3% |
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