+119.6%
PM vs HTZ
-86.4%
+206.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.0% |
| 7D | -4.9% | +7.5% | -12.4% | -5.0% |
| 30D | -3.4% | +47.4% | -50.8% | -4.1% |
| 3M | +5.2% | -54.9% | +60.1% | +6.2% |
| 6M | +3.7% | -47.0% | +50.7% | +4.0% |
| YTD | +15.8% | -55.3% | +71.0% | +16.6% |
| 1Y | +17.4% | -57.6% | +75.0% | +18.0% |
| All | +119.6% | -86.4% | +206.1% | +164.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling