+436.8%
PBF vs HTZ
-89.7%
+526.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +9.2% | -15.8% | -7.4% |
| 7D | -0.9% | +18.9% | -19.8% | -2.4% |
| 30D | -13.7% | +26.3% | -40.0% | -15.7% |
| 3M | +10.6% | +49.7% | -39.0% | +5.3% |
| 6M | +61.2% | -61.1% | +122.3% | +71.2% |
| YTD | +172.7% | -56.0% | +228.8% | +180.0% |
| 1Y | +111.0% | -66.4% | +177.4% | +123.4% |
| 3Y | +73.6% | -75.8% | +149.3% | +75.2% |
| 5Y | +479.7% | -93.1% | +572.7% | +610.3% |
| All | +436.8% | -89.7% | +526.5% | +493.6% |
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