+464.8%
PBR vs HTZ
-89.5%
+554.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.0% |
| 7D | +8.6% | +7.5% | +1.1% | +8.1% |
| 30D | +12.8% | +47.4% | -34.6% | +9.2% |
| 3M | +14.7% | -54.9% | +69.6% | +19.3% |
| 6M | +25.2% | -47.0% | +72.2% | +27.6% |
| YTD | +77.1% | -55.3% | +132.4% | +82.4% |
| 1Y | +69.6% | -57.6% | +127.2% | +73.6% |
| 3Y | +95.6% | -86.6% | +182.2% | +116.7% |
| 5Y | +501.8% | -86.1% | +587.9% | +547.3% |
| All | +464.8% | -89.5% | +554.4% | +530.9% |
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