-67.5%
FCEL vs HTZ
-81.5%
+14.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.6% | +9.2% | +8.8% |
| 7D | +3.0% | -16.4% | +19.5% | +6.5% |
| 30D | -40.0% | -15.1% | -24.9% | -38.3% |
| 3M | -47.0% | -28.2% | -18.8% | -44.3% |
| 6M | -21.0% | -73.1% | +52.0% | -2.8% |
| YTD | +48.0% | -68.3% | +116.3% | +70.7% |
| 1Y | +43.9% | -75.2% | +119.1% | +74.6% |
| 3Y | -67.5% | -81.1% | +13.6% | -52.1% |
| All | -67.5% | -81.5% | +14.0% | -52.1% |
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 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