+53.6%
PPL vs HTZ
-91.9%
+145.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -20.8% | +21.6% | +1.3% |
| 7D | +1.0% | -7.7% | +8.8% | +1.1% |
| 30D | +6.8% | -13.1% | +19.9% | +7.1% |
| 3M | +3.9% | +14.7% | -10.9% | +3.1% |
| 6M | -2.0% | -70.6% | +68.6% | +0.3% |
| YTD | +5.3% | -65.2% | +70.4% | +6.9% |
| 1Y | +2.2% | -73.2% | +75.4% | +4.5% |
| 3Y | +56.7% | -80.8% | +137.5% | +59.9% |
| 5Y | +49.1% | -94.8% | +143.9% | +57.8% |
| All | +53.6% | -91.9% | +145.5% | +64.1% |
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