+428.2%
PANW vs HTZ
-93.2%
+521.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.0% | +6.6% | -0.9% |
| 7D | -6.8% | -27.5% | +20.7% | -5.0% |
| 30D | -22.1% | -21.9% | -0.2% | -21.0% |
| 3M | -15.2% | -29.2% | +14.0% | -14.0% |
| 6M | +57.0% | -75.2% | +132.2% | +68.8% |
| YTD | +77.2% | -70.8% | +148.0% | +86.5% |
| 1Y | +50.7% | -76.1% | +126.8% | +60.9% |
| 3Y | +157.5% | -82.5% | +240.0% | +170.1% |
| 5Y | +292.3% | -94.1% | +386.4% | +382.6% |
| All | +428.2% | -93.2% | +521.4% | +523.9% |
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