-2.3%
PFE vs HTZ
-92.5%
+90.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.4% | +6.7% | -1.4% |
| 7D | -3.7% | -14.6% | +10.9% | -3.3% |
| 30D | +5.0% | -20.8% | +25.7% | +5.6% |
| 3M | +12.2% | -18.8% | +31.0% | +12.5% |
| 6M | +14.6% | -74.7% | +89.3% | +18.5% |
| YTD | +24.1% | -68.1% | +92.2% | +27.1% |
| 1Y | +26.6% | -73.5% | +100.0% | +30.2% |
| 3Y | +14.3% | -81.8% | +96.1% | +16.0% |
| 5Y | -21.9% | -95.2% | +73.3% | -20.5% |
| All | -2.3% | -92.5% | +90.2% | +2.9% |
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 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