+51.5%
FDX vs HTZ
-89.7%
+141.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.2% | -5.6% | +2.8% |
| 7D | +8.1% | +18.9% | -10.8% | +6.5% |
| 30D | +13.9% | +26.3% | -12.3% | +11.3% |
| 3M | +5.5% | +49.7% | -44.1% | +0.3% |
| 6M | +15.1% | -61.1% | +76.2% | +22.4% |
| YTD | +43.2% | -56.0% | +99.2% | +49.3% |
| 1Y | +65.0% | -66.4% | +131.5% | +76.2% |
| 3Y | +75.7% | -75.8% | +151.4% | +84.0% |
| 5Y | +84.4% | -93.1% | +177.4% | +116.3% |
| All | +51.5% | -89.7% | +141.2% | +74.9% |
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