-95.8%
FCEL vs HTZ
-92.5%
-3.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +9.3% | -2.8% | +4.1% |
| 7D | +3.9% | -27.4% | +31.3% | +12.8% |
| 30D | -33.1% | -11.4% | -21.8% | -31.5% |
| 3M | -43.0% | -33.1% | -9.9% | -37.7% |
| 6M | -31.3% | -73.5% | +42.2% | -8.8% |
| YTD | +49.8% | -68.1% | +117.9% | +80.8% |
| 1Y | +48.2% | -74.3% | +122.5% | +90.2% |
| 3Y | -64.6% | -80.9% | +16.3% | -57.7% |
| 5Y | -96.7% | -93.8% | -2.9% | -94.0% |
| All | -95.8% | -92.5% | -3.2% | -92.7% |
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