+52.3%
FANG vs HTZ
-65.3%
+117.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.3% | +6.8% | +1.4% |
| 7D | -0.4% | -10.4% | +10.0% | -0.6% |
| 30D | +2.4% | -2.4% | +4.8% | +2.5% |
| 3M | +4.9% | -60.9% | +65.8% | +4.1% |
| 6M | +12.0% | -50.2% | +62.3% | +10.5% |
| YTD | +37.1% | -59.7% | +96.8% | +35.2% |
| 1Y | +52.3% | -66.0% | +118.3% | +48.3% |
| All | +52.3% | -65.3% | +117.5% | +48.3% |
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 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