-79.3%
PYPL vs HTZ
-92.5%
+13.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.4% | +8.9% | +1.3% |
| 7D | +3.9% | -14.6% | +18.5% | +5.2% |
| 30D | +7.8% | -20.8% | +28.6% | +9.7% |
| 3M | -0.7% | -18.8% | +18.2% | -0.1% |
| 6M | +28.8% | -74.7% | +103.5% | +42.9% |
| YTD | +2.4% | -68.1% | +70.5% | +9.1% |
| 1Y | -9.6% | -73.5% | +63.9% | -1.7% |
| 3Y | +9.7% | -81.8% | +91.5% | +16.7% |
| 5Y | -73.5% | -95.2% | +21.8% | -67.7% |
| All | -79.3% | -92.5% | +13.3% | -75.7% |
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 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