+131.6%
FAST vs HTZ
-91.9%
+223.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -20.8% | +20.2% | +0.6% |
| 7D | +0.7% | -7.7% | +8.4% | +1.0% |
| 30D | +4.6% | -13.1% | +17.7% | +5.2% |
| 3M | +6.4% | +14.7% | -8.4% | +4.5% |
| 6M | +20.6% | -70.6% | +91.2% | +27.4% |
| YTD | +34.7% | -65.2% | +99.8% | +39.8% |
| 1Y | +29.7% | -73.2% | +102.8% | +36.6% |
| 3Y | +89.9% | -80.8% | +170.7% | +97.1% |
| 5Y | +105.0% | -94.8% | +199.8% | +129.7% |
| All | +131.6% | -91.9% | +223.5% | +159.6% |
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