+14.6%
F vs HTZ
-91.9%
+106.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -20.8% | +19.7% | +1.7% |
| 7D | +1.4% | -7.7% | +9.1% | +2.0% |
| 30D | +2.0% | -13.1% | +15.1% | +3.3% |
| 3M | -10.4% | +14.7% | -25.1% | -14.2% |
| 6M | +9.7% | -70.6% | +80.3% | +25.0% |
| YTD | -1.2% | -65.2% | +64.0% | +8.3% |
| 1Y | 0.0% | -73.2% | +73.2% | +13.6% |
| 3Y | +41.1% | -80.8% | +121.9% | +55.5% |
| 5Y | -11.4% | -94.8% | +83.4% | +25.2% |
| All | +14.6% | -91.9% | +106.5% | +53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling