-0.7%
PFE vs HTZ
-91.9%
+91.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -20.8% | +17.8% | -2.3% |
| 7D | -0.2% | -7.7% | +7.5% | 0.0% |
| 30D | +8.7% | -13.1% | +21.8% | +9.0% |
| 3M | +15.8% | +14.7% | +1.0% | +14.7% |
| 6M | +16.8% | -70.6% | +87.4% | +20.2% |
| YTD | +26.2% | -65.2% | +91.4% | +28.9% |
| 1Y | +29.9% | -73.2% | +103.1% | +33.5% |
| 3Y | +15.9% | -80.8% | +96.7% | +17.4% |
| 5Y | -20.6% | -94.8% | +74.2% | -19.4% |
| All | -0.7% | -91.9% | +91.2% | +4.4% |
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