+557.0%
PWR vs HTZ
-92.6%
+649.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.6% | +10.0% | +9.4% |
| 7D | -4.8% | -16.4% | +11.6% | -3.5% |
| 30D | -16.2% | -15.1% | -1.1% | -15.3% |
| 3M | -11.9% | -28.2% | +16.2% | -10.3% |
| 6M | -20.6% | -73.1% | +52.5% | -13.5% |
| YTD | +40.3% | -68.3% | +108.5% | +49.5% |
| 1Y | +33.0% | -75.2% | +108.2% | +44.5% |
| 3Y | +250.0% | -81.1% | +331.1% | +270.9% |
| 5Y | +404.2% | -95.0% | +499.2% | +529.3% |
| All | +557.0% | -92.6% | +649.6% | +724.4% |
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