+575.3%
PWR vs HTZ
-92.5%
+667.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +9.3% | -5.1% | +3.5% |
| 7D | +4.7% | -27.4% | +32.2% | +7.4% |
| 30D | -12.5% | -11.4% | -1.1% | -11.9% |
| 3M | -9.3% | -33.1% | +23.7% | -7.1% |
| 6M | -22.2% | -73.5% | +51.3% | -15.1% |
| YTD | +44.2% | -68.1% | +112.2% | +53.5% |
| 1Y | +35.5% | -74.3% | +109.8% | +46.8% |
| 3Y | +250.4% | -80.9% | +331.3% | +270.6% |
| 5Y | +425.6% | -93.8% | +519.4% | +546.0% |
| All | +575.3% | -92.5% | +667.8% | +746.6% |
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