+718.6%
PBF vs HTZ
-85.9%
+804.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.4% |
| 7D | +4.3% | +7.5% | -3.2% | +3.7% |
| 30D | +22.0% | +47.4% | -25.5% | +17.0% |
| 3M | +74.5% | -54.9% | +129.4% | +83.3% |
| 6M | +67.7% | -47.0% | +114.7% | +69.6% |
| YTD | +179.2% | -55.3% | +234.4% | +187.0% |
| 1Y | +170.0% | -57.6% | +227.6% | +174.5% |
| 3Y | +66.4% | -86.6% | +153.0% | +90.9% |
| All | +718.6% | -85.9% | +804.5% | +881.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling