+90.1%
FAST vs HTZ
-86.4%
+176.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +0.7% |
| 7D | -0.4% | +7.5% | -7.8% | -0.7% |
| 30D | -0.8% | +47.4% | -48.2% | -2.7% |
| 3M | +5.8% | -54.9% | +60.7% | +8.3% |
| 6M | +8.0% | -47.0% | +55.0% | +9.2% |
| YTD | +25.6% | -55.3% | +80.9% | +28.0% |
| 1Y | +0.8% | -57.6% | +58.5% | +2.5% |
| All | +90.1% | -86.4% | +176.5% | +94.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling