+167.2%
PM vs HTZ
-89.7%
+256.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.2% | -7.6% | +1.4% |
| 7D | +4.3% | +18.9% | -14.7% | +4.0% |
| 30D | +11.5% | +26.3% | -14.8% | +11.0% |
| 3M | +13.0% | +49.7% | -36.6% | +11.9% |
| 6M | +25.9% | -61.1% | +87.0% | +27.8% |
| YTD | +34.0% | -56.0% | +90.0% | +35.2% |
| 1Y | +46.9% | -66.4% | +113.3% | +49.3% |
| 3Y | +158.9% | -75.8% | +234.6% | +161.3% |
| 5Y | +181.3% | -93.1% | +274.4% | +193.5% |
| All | +167.2% | -89.7% | +256.9% | +176.3% |
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 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