+387.2%
PBF vs HTZ
-93.2%
+480.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -8.0% | +2.7% | -4.6% |
| 7D | -15.3% | -27.5% | +12.2% | -13.1% |
| 30D | -21.8% | -21.9% | +0.1% | -20.4% |
| 3M | -0.2% | -29.2% | +29.0% | +1.7% |
| 6M | +63.6% | -75.2% | +138.8% | +80.6% |
| YTD | +147.5% | -70.8% | +218.3% | +162.7% |
| 1Y | +69.8% | -76.1% | +145.9% | +84.5% |
| 3Y | +65.3% | -82.5% | +147.8% | +69.4% |
| 5Y | +393.4% | -94.1% | +487.5% | +502.7% |
| All | +387.2% | -93.2% | +480.4% | +456.9% |
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