+415.1%
PBR vs HTZ
-92.6%
+507.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -13.3% | -16.4% | +3.1% | -12.5% |
| 30D | -27.5% | -15.1% | -12.4% | -26.9% |
| 3M | +5.2% | -28.2% | +33.4% | +6.5% |
| 6M | -6.4% | -73.1% | +66.7% | +0.2% |
| YTD | +61.6% | -68.3% | +129.9% | +69.2% |
| 1Y | +48.9% | -75.2% | +124.1% | +58.7% |
| 3Y | +70.0% | -81.1% | +151.2% | +75.2% |
| 5Y | +469.0% | -95.0% | +564.0% | +567.0% |
| All | +415.1% | -92.6% | +507.7% | +485.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling