-79.6%
PYPL vs HTZ
-93.0%
+13.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.1% | +4.1% | -1.4% |
| 7D | -1.1% | -14.0% | +12.8% | +0.2% |
| 30D | +3.8% | -19.8% | +23.6% | +5.5% |
| 3M | -1.3% | -45.0% | +43.7% | +3.4% |
| 6M | +29.0% | -73.2% | +102.3% | +42.1% |
| YTD | +0.7% | -70.0% | +70.8% | +8.0% |
| 1Y | -12.3% | -75.7% | +63.4% | -3.8% |
| 3Y | +7.6% | -82.1% | +89.7% | +13.9% |
| 5Y | -71.7% | -94.3% | +22.6% | -65.1% |
| All | -79.6% | -93.0% | +13.4% | -75.9% |
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