+406.3%
PWR vs HTZ
-94.3%
+500.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.0% | +6.6% | -0.8% |
| 7D | -11.2% | -27.5% | +16.3% | -9.0% |
| 30D | -17.4% | -21.9% | +4.5% | -16.0% |
| 3M | -11.7% | -29.2% | +17.5% | -10.0% |
| 6M | -21.7% | -75.2% | +53.5% | -14.1% |
| YTD | +38.3% | -70.8% | +109.1% | +48.4% |
| 1Y | +29.6% | -76.1% | +105.7% | +41.3% |
| 3Y | +236.1% | -82.5% | +318.7% | +263.9% |
| 5Y | +406.3% | -94.1% | +500.4% | +560.7% |
| All | +406.3% | -94.3% | +500.6% | +560.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling