+58.9%
PBF vs HTZ
-60.8%
+119.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +9.2% | -15.8% | -6.0% |
| 7D | -0.9% | +18.9% | -19.8% | +0.3% |
| 30D | -13.7% | +26.3% | -40.0% | -12.2% |
| 3M | +10.6% | +49.7% | -39.0% | +15.2% |
| All | +58.9% | -60.8% | +119.7% | +45.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling