+132.9%
FAST vs HTZ
-89.7%
+222.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.2% | -7.5% | +1.2% |
| 7D | +3.4% | +18.9% | -15.5% | +2.4% |
| 30D | +5.5% | +26.3% | -20.8% | +3.9% |
| 3M | +7.6% | +49.7% | -42.1% | +4.2% |
| 6M | +19.8% | -61.1% | +80.9% | +24.7% |
| YTD | +35.5% | -56.0% | +91.5% | +38.9% |
| 1Y | +31.6% | -66.4% | +98.0% | +37.1% |
| 3Y | +91.0% | -75.8% | +166.8% | +95.9% |
| 5Y | +105.1% | -93.1% | +198.2% | +126.8% |
| All | +132.9% | -89.7% | +222.7% | +158.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling