-2.6%
PFE vs HTZ
-93.2%
+90.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.3% |
| 7D | -1.7% | -8.5% | +6.8% | -1.4% |
| 30D | +0.3% | -18.9% | +19.3% | +0.9% |
| 3M | +9.4% | -36.0% | +45.4% | +10.7% |
| 6M | +14.9% | -74.6% | +89.5% | +18.8% |
| YTD | +23.8% | -70.8% | +94.6% | +27.1% |
| 1Y | +19.5% | -75.3% | +94.8% | +23.2% |
| 3Y | +21.0% | -81.6% | +102.6% | +22.9% |
| 5Y | -23.9% | -94.4% | +70.6% | -22.1% |
| All | -2.6% | -93.2% | +90.6% | +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