+132.0%
FAST vs HTZ
-92.5%
+224.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.4% | +8.6% | +0.6% |
| 7D | +2.1% | -14.6% | +16.7% | +2.8% |
| 30D | +6.9% | -20.8% | +27.7% | +8.0% |
| 3M | +4.8% | -18.8% | +23.7% | +5.3% |
| 6M | +19.8% | -74.7% | +94.5% | +27.7% |
| YTD | +34.9% | -68.1% | +103.0% | +40.7% |
| 1Y | +32.8% | -73.5% | +106.3% | +39.9% |
| 3Y | +93.7% | -81.8% | +175.6% | +101.3% |
| 5Y | +105.3% | -95.2% | +200.5% | +131.2% |
| All | +132.0% | -92.5% | +224.5% | +161.2% |
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