-65.4%
FCEL vs HTZ
-86.4%
+21.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.7% |
| 7D | -15.8% | +7.5% | -23.3% | -17.2% |
| 30D | -29.3% | +47.4% | -76.7% | -35.7% |
| 3M | -30.1% | -54.9% | +24.8% | -21.6% |
| 6M | +74.4% | -47.0% | +121.5% | +83.5% |
| YTD | +104.5% | -55.3% | +159.8% | +122.8% |
| 1Y | +281.4% | -57.6% | +339.0% | +307.7% |
| All | -65.4% | -86.4% | +21.1% | -55.8% |
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