+568.7%
PWR vs HTZ
-93.2%
+661.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.5% |
| 7D | +11.3% | -8.5% | +19.8% | +12.1% |
| 30D | -8.9% | -18.9% | +10.1% | -7.6% |
| 3M | -10.5% | -36.0% | +25.5% | -7.8% |
| 6M | -22.2% | -74.6% | +52.4% | -14.9% |
| YTD | +42.7% | -70.8% | +113.6% | +53.1% |
| 1Y | +41.1% | -75.3% | +116.4% | +53.2% |
| 3Y | +242.7% | -81.6% | +324.3% | +261.4% |
| 5Y | +418.5% | -94.4% | +513.0% | +542.9% |
| All | +568.7% | -93.2% | +661.9% | +744.4% |
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