+500.7%
PWR vs HTZ
-92.5%
+593.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -8.4% | +14.6% | +6.9% |
| 7D | -12.9% | -14.6% | +1.7% | -11.8% |
| 30D | -22.8% | -20.8% | -2.1% | -21.6% |
| 3M | -19.0% | -18.8% | -0.2% | -18.4% |
| 6M | -31.1% | -74.7% | +43.6% | -24.6% |
| YTD | +28.2% | -68.1% | +96.3% | +36.6% |
| 1Y | +22.2% | -73.5% | +95.7% | +32.0% |
| 3Y | +222.1% | -81.8% | +303.9% | +244.2% |
| 5Y | +364.1% | -95.2% | +459.3% | +481.3% |
| All | +500.7% | -92.5% | +593.2% | +653.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling