+230.3%
FANG vs HTZ
-87.1%
+317.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.0% | +5.2% | +0.6% |
| 7D | -1.7% | -2.5% | +0.7% | -1.6% |
| 30D | +6.8% | -3.7% | +10.5% | +6.5% |
| 3M | +1.3% | -57.0% | +58.3% | +6.6% |
| 6M | +11.8% | -47.0% | +58.8% | +13.7% |
| YTD | +35.1% | -57.5% | +92.6% | +40.2% |
| 1Y | +48.9% | -63.5% | +112.4% | +55.0% |
| 3Y | +42.8% | -86.3% | +129.2% | +61.5% |
| 5Y | +230.3% | -86.8% | +317.0% | +307.4% |
| All | +230.3% | -87.1% | +317.4% | +307.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling