+48.2%
FCEL vs HTZ
-73.6%
+121.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +9.3% | -2.8% | +4.9% |
| 7D | +3.9% | -27.4% | +31.3% | +9.6% |
| 30D | -33.1% | -11.4% | -21.8% | -31.8% |
| 3M | -43.0% | -33.1% | -9.9% | -39.8% |
| 6M | -31.3% | -73.5% | +42.2% | -19.5% |
| YTD | +49.8% | -68.1% | +117.9% | +58.3% |
| 1Y | +48.2% | -74.3% | +122.5% | +75.1% |
| All | +48.2% | -73.6% | +121.8% | +75.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling