+47.7%
FDX vs HTZ
-89.5%
+137.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | -2.5% | +7.5% | -10.0% | -3.2% |
| 30D | +3.8% | +47.4% | -43.6% | -0.9% |
| 3M | -1.3% | -54.9% | +53.6% | +3.8% |
| 6M | +5.0% | -47.0% | +52.0% | +8.0% |
| YTD | +39.6% | -55.3% | +94.9% | +45.8% |
| 1Y | +81.1% | -57.6% | +138.8% | +87.8% |
| 3Y | +63.0% | -86.6% | +149.6% | +89.3% |
| 5Y | +65.6% | -86.1% | +151.7% | +92.4% |
| All | +47.7% | -89.5% | +137.3% | +70.8% |
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 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