+442.4%
PANW vs HTZ
-90.6%
+533.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.7% | -0.2% |
| 7D | +2.0% | -10.4% | +12.4% | +2.7% |
| 30D | -13.0% | -2.4% | -10.6% | -13.2% |
| 3M | +28.6% | -60.9% | +89.5% | +34.8% |
| 6M | +103.0% | -50.2% | +153.2% | +107.0% |
| YTD | +81.9% | -59.7% | +141.6% | +88.2% |
| 1Y | +69.6% | -66.0% | +135.6% | +76.3% |
| 3Y | +169.4% | -87.1% | +256.5% | +215.4% |
| 5Y | +331.0% | -86.9% | +417.9% | +413.7% |
| All | +442.4% | -90.6% | +533.0% | +529.6% |
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