+65.5%
FDX vs HTZ
-82.6%
+148.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -8.4% | +5.6% | -2.2% |
| 7D | -1.6% | -14.6% | +12.9% | -0.8% |
| 30D | +6.6% | -20.8% | +27.4% | +8.0% |
| 3M | -2.1% | -18.8% | +16.7% | -1.6% |
| 6M | +2.2% | -74.7% | +76.9% | +9.7% |
| YTD | +33.9% | -68.1% | +102.0% | +40.8% |
| 1Y | +50.2% | -73.5% | +123.7% | +59.6% |
| 3Y | +65.5% | -81.8% | +147.4% | +79.4% |
| All | +65.5% | -82.6% | +148.1% | +79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling