-96.9%
FCEL vs HTZ
-94.2%
-2.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -8.0% | +3.0% | -2.8% |
| 7D | -8.3% | -27.5% | +19.2% | -0.4% |
| 30D | -43.0% | -21.9% | -21.1% | -39.5% |
| 3M | -48.2% | -29.2% | -18.9% | -44.3% |
| 6M | -25.0% | -75.2% | +50.2% | +2.4% |
| YTD | +40.6% | -70.8% | +111.4% | +74.7% |
| 1Y | +36.0% | -76.1% | +112.1% | +79.2% |
| 3Y | -66.7% | -82.5% | +15.8% | -57.8% |
| All | -96.9% | -94.2% | -2.7% | -93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling