-21.5%
PFE vs HTZ
-94.3%
+72.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.0% | +8.4% | +0.7% |
| 7D | -0.7% | -27.5% | +26.8% | +0.4% |
| 30D | +5.3% | -21.9% | +27.2% | +6.1% |
| 3M | +10.1% | -29.2% | +39.4% | +11.0% |
| 6M | +18.0% | -75.2% | +93.2% | +22.7% |
| YTD | +25.8% | -70.8% | +96.6% | +29.7% |
| 1Y | +28.4% | -76.1% | +104.6% | +33.1% |
| 3Y | +20.9% | -82.5% | +103.4% | +23.6% |
| 5Y | -21.5% | -94.1% | +72.6% | -19.9% |
| All | -21.5% | -94.3% | +72.8% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling