-96.1%
FCEL vs HTZ
-92.5%
-3.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -8.4% | +19.9% | +13.7% |
| 7D | -11.2% | -14.6% | +3.4% | -7.9% |
| 30D | -45.8% | -20.8% | -25.0% | -42.8% |
| 3M | -51.0% | -18.8% | -32.2% | -49.4% |
| 6M | -22.2% | -74.7% | +52.4% | +4.6% |
| YTD | +36.3% | -68.1% | +104.3% | +64.5% |
| 1Y | +29.0% | -73.5% | +102.5% | +63.8% |
| 3Y | -70.9% | -81.8% | +10.9% | -64.4% |
| 5Y | -96.3% | -95.2% | -1.1% | -93.0% |
| All | -96.1% | -92.5% | -3.6% | -93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling