+125.9%
FANG vs HTZ
-92.5%
+218.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.3% | -7.7% | +0.9% |
| 7D | -1.0% | -27.4% | +26.4% | +1.1% |
| 30D | -7.2% | -11.4% | +4.1% | -6.9% |
| 3M | -9.8% | -33.1% | +23.3% | -7.9% |
| 6M | -6.7% | -73.5% | +66.8% | +1.6% |
| YTD | +22.4% | -68.1% | +90.5% | +29.1% |
| 1Y | +25.1% | -74.3% | +99.4% | +34.7% |
| 3Y | +28.1% | -80.9% | +109.0% | +31.5% |
| 5Y | +104.7% | -93.8% | +198.5% | +146.5% |
| All | +125.9% | -92.5% | +218.4% | +161.3% |
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