+52.4%
PPL vs HTZ
-89.7%
+142.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.2% | -9.2% | -0.2% |
| 7D | +1.8% | +18.9% | -17.2% | +1.3% |
| 30D | +8.4% | +26.3% | -17.9% | +7.7% |
| 3M | +2.4% | +49.7% | -47.3% | +1.0% |
| 6M | -4.0% | -61.1% | +57.2% | -2.3% |
| YTD | +4.5% | -56.0% | +60.5% | +5.5% |
| 1Y | +1.7% | -66.4% | +68.1% | +3.6% |
| 3Y | +55.5% | -75.8% | +131.3% | +57.8% |
| 5Y | +47.0% | -93.1% | +140.1% | +54.8% |
| All | +52.4% | -89.7% | +142.1% | +62.0% |
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