-2.9%
PFE vs HTZ
-92.6%
+89.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | -4.7% | -16.4% | +11.7% | -4.2% |
| 30D | +3.4% | -15.1% | +18.5% | +3.8% |
| 3M | +9.2% | -28.2% | +37.4% | +10.0% |
| 6M | +15.8% | -73.1% | +88.9% | +19.5% |
| YTD | +23.4% | -68.3% | +91.7% | +26.4% |
| 1Y | +25.8% | -75.2% | +101.1% | +29.7% |
| 3Y | +17.8% | -81.1% | +99.0% | +19.5% |
| 5Y | -20.2% | -95.0% | +74.8% | -18.7% |
| All | -2.9% | -92.6% | +89.7% | +2.4% |
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