+420.2%
PBR vs HTZ
-92.5%
+512.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.4% | +6.9% | -0.9% |
| 7D | -16.0% | -14.6% | -1.4% | -15.3% |
| 30D | -22.8% | -20.8% | -2.0% | -21.9% |
| 3M | +3.0% | -18.8% | +21.8% | +3.4% |
| 6M | -8.1% | -74.7% | +66.6% | -1.2% |
| YTD | +63.1% | -68.1% | +131.2% | +70.8% |
| 1Y | +59.3% | -73.5% | +132.7% | +68.9% |
| 3Y | +66.1% | -81.8% | +147.9% | +72.1% |
| 5Y | +495.8% | -95.2% | +591.1% | +601.8% |
| All | +420.2% | -92.5% | +512.7% | +490.6% |
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