-91.7%
FCEL vs HTZ
-85.9%
-5.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.6% |
| 7D | -15.8% | +7.5% | -23.3% | -17.6% |
| 30D | -29.3% | +47.4% | -76.7% | -38.0% |
| 3M | -30.1% | -54.9% | +24.8% | -18.8% |
| 6M | +74.4% | -47.0% | +121.5% | +86.0% |
| YTD | +104.5% | -55.3% | +159.8% | +128.3% |
| 1Y | +281.4% | -57.6% | +339.0% | +312.9% |
| 3Y | -66.1% | -86.6% | +20.5% | -47.2% |
| All | -91.7% | -85.9% | -5.8% | -85.4% |
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