+242.6%
PSX vs HTZ
-92.5%
+335.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.4% | +7.8% | -0.1% |
| 7D | -13.1% | -14.6% | +1.5% | -12.5% |
| 30D | -9.5% | -20.8% | +11.2% | -8.6% |
| 3M | +20.2% | -18.8% | +39.0% | +20.6% |
| 6M | +44.9% | -74.7% | +119.6% | +55.0% |
| YTD | +94.4% | -68.1% | +162.5% | +102.3% |
| 1Y | +83.1% | -73.5% | +156.5% | +93.0% |
| 3Y | +132.2% | -81.8% | +214.0% | +137.1% |
| 5Y | +278.8% | -95.2% | +374.1% | +333.0% |
| All | +242.6% | -92.5% | +335.1% | +266.6% |
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