+397.3%
PBF vs HTZ
-92.5%
+489.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -27.4% | +20.1% | -5.0% |
| 7D | -13.8% | -14.6% | +0.8% | -12.8% |
| 30D | -19.6% | -20.8% | +1.2% | -18.4% |
| 3M | +10.3% | -18.8% | +29.1% | +10.8% |
| 6M | +63.4% | -74.7% | +138.1% | +80.3% |
| YTD | +152.6% | -68.1% | +220.7% | +165.9% |
| 1Y | +87.4% | -73.5% | +160.8% | +101.2% |
| 3Y | +63.3% | -81.8% | +145.1% | +67.8% |
| 5Y | +412.5% | -95.2% | +507.7% | +549.3% |
| All | +397.3% | -92.5% | +489.8% | +463.8% |
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