-96.0%
FCEL vs HTZ
-93.2%
-2.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -8.0% | +3.0% | -2.9% |
| 7D | -8.3% | -27.5% | +19.2% | -0.6% |
| 30D | -43.0% | -21.9% | -21.1% | -39.6% |
| 3M | -48.2% | -29.2% | -18.9% | -44.4% |
| 6M | -25.0% | -75.2% | +50.2% | +1.4% |
| YTD | +40.6% | -70.8% | +111.4% | +73.8% |
| 1Y | +36.0% | -76.1% | +112.1% | +77.8% |
| 3Y | -66.7% | -82.5% | +15.8% | -59.4% |
| 5Y | -96.7% | -94.1% | -2.6% | -93.8% |
| All | -96.0% | -93.2% | -2.8% | -93.0% |
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 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