+408.0%
PANW vs HTZ
-92.5%
+500.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.4% | +8.1% | +0.3% |
| 7D | -14.2% | -14.6% | +0.4% | -13.4% |
| 30D | -22.6% | -20.8% | -1.8% | -21.6% |
| 3M | -12.7% | -18.8% | +6.1% | -12.2% |
| 6M | +70.9% | -74.7% | +145.6% | +83.6% |
| YTD | +70.4% | -68.1% | +138.5% | +78.4% |
| 1Y | +48.5% | -73.5% | +122.0% | +57.5% |
| 3Y | +164.8% | -81.8% | +246.7% | +179.2% |
| 5Y | +281.4% | -95.2% | +376.6% | +371.6% |
| All | +408.0% | -92.5% | +500.5% | +496.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling