+52.7%
PPL vs HTZ
-92.5%
+145.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.4% | +7.8% | -0.4% |
| 7D | +0.4% | -14.6% | +15.0% | +0.7% |
| 30D | +5.4% | -20.8% | +26.2% | +5.9% |
| 3M | +4.3% | -18.8% | +23.1% | +4.4% |
| 6M | -1.3% | -74.7% | +73.4% | +1.4% |
| YTD | +4.7% | -68.1% | +72.8% | +6.5% |
| 1Y | +1.3% | -73.5% | +74.7% | +3.5% |
| 3Y | +57.2% | -81.8% | +139.0% | +60.4% |
| 5Y | +48.2% | -95.2% | +143.5% | +57.2% |
| All | +52.7% | -92.5% | +145.3% | +63.5% |
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 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