+46.6%
FDX vs HTZ
-92.6%
+139.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.5% |
| 7D | +0.2% | -16.4% | +16.6% | +1.6% |
| 30D | +9.3% | -15.1% | +24.4% | +10.6% |
| 3M | +0.5% | -28.2% | +28.7% | +2.4% |
| 6M | +5.3% | -73.1% | +78.4% | +15.6% |
| YTD | +38.6% | -68.3% | +106.9% | +48.5% |
| 1Y | +53.5% | -75.2% | +128.8% | +68.3% |
| 3Y | +74.2% | -81.1% | +155.4% | +85.1% |
| 5Y | +75.3% | -95.0% | +170.3% | +111.5% |
| All | +46.6% | -92.6% | +139.2% | +74.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling