+34.3%
FANG vs HTZ
-60.6%
+95.0%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +9.2% | -14.1% | -4.6% |
| 7D | -11.3% | +18.9% | -30.3% | -10.8% |
| 30D | -0.7% | +26.3% | -26.9% | 0.0% |
| 3M | -4.2% | +49.7% | -53.8% | -3.4% |
| 6M | -13.5% | -61.1% | +47.6% | -13.3% |
| YTD | +23.7% | -56.0% | +79.8% | +22.2% |
| 1Y | +34.3% | -66.4% | +100.8% | +33.5% |
| All | +34.3% | -60.6% | +95.0% | +33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling