+422.3%
PANW vs HTZ
-93.0%
+515.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.1% | +2.6% | -3.1% |
| 7D | +2.5% | -14.0% | +16.5% | +3.5% |
| 30D | -18.7% | -19.8% | +1.1% | -17.7% |
| 3M | -16.6% | -45.0% | +28.4% | -14.0% |
| 6M | +49.7% | -73.2% | +122.9% | +60.1% |
| YTD | +75.2% | -70.0% | +145.2% | +84.0% |
| 1Y | +53.6% | -75.7% | +129.3% | +63.9% |
| 3Y | +154.6% | -82.1% | +236.6% | +166.5% |
| 5Y | +275.8% | -94.3% | +370.1% | +362.8% |
| All | +422.3% | -93.0% | +515.3% | +515.8% |
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