+155.8%
FANG vs HTZ
-90.7%
+246.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | +2.9% | -11.3% | +14.2% | +3.9% |
| 30D | +2.6% | -27.1% | +29.8% | +5.0% |
| 3M | +7.6% | -59.5% | +67.1% | +14.0% |
| 6M | +17.3% | -50.5% | +67.8% | +20.1% |
| YTD | +38.7% | -60.3% | +99.0% | +44.9% |
| 1Y | +51.6% | -67.1% | +118.8% | +59.6% |
| 3Y | +50.0% | -87.4% | +137.4% | +70.8% |
| 5Y | +237.6% | -87.2% | +324.7% | +268.6% |
| All | +155.8% | -90.7% | +246.5% | +193.1% |
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