+449.5%
PBF vs HTZ
-89.5%
+539.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.4% |
| 7D | +4.3% | +7.5% | -3.2% | +3.6% |
| 30D | +22.0% | +47.4% | -25.5% | +16.8% |
| 3M | +74.5% | -54.9% | +129.4% | +83.7% |
| 6M | +67.7% | -47.0% | +114.7% | +69.7% |
| YTD | +179.2% | -55.3% | +234.4% | +187.3% |
| 1Y | +170.0% | -57.6% | +227.6% | +174.7% |
| 3Y | +66.4% | -86.6% | +153.0% | +91.2% |
| 5Y | +764.5% | -86.1% | +850.6% | +819.7% |
| All | +449.5% | -89.5% | +539.1% | +509.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling