+405.4%
PBF vs HTZ
-91.9%
+497.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -20.8% | +14.9% | -4.1% |
| 7D | -9.5% | -7.7% | -1.8% | -9.1% |
| 30D | -17.5% | -13.1% | -4.4% | -16.8% |
| 3M | +12.2% | +14.7% | -2.6% | +9.1% |
| 6M | +49.6% | -70.6% | +120.2% | +62.6% |
| YTD | +156.8% | -65.2% | +221.9% | +168.5% |
| 1Y | +98.6% | -73.2% | +171.8% | +113.9% |
| 3Y | +63.4% | -80.8% | +144.2% | +68.0% |
| 5Y | +420.9% | -94.8% | +515.6% | +555.6% |
| All | +405.4% | -91.9% | +497.2% | +469.2% |
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