+395.3%
PBF vs HTZ
-95.4%
+490.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.4% | +6.8% | -0.9% |
| 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% | +79.7% |
| YTD | +152.6% | -68.1% | +220.7% | +165.3% |
| 1Y | +87.4% | -73.5% | +160.8% | +100.7% |
| 3Y | +63.3% | -81.8% | +145.1% | +68.8% |
| All | +395.3% | -95.4% | +490.7% | +560.9% |
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 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