+45.7%
FDX vs HTZ
-91.9%
+137.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -20.8% | +17.0% | -1.9% |
| 7D | +2.9% | -7.7% | +10.6% | +3.5% |
| 30D | +9.6% | -13.1% | +22.7% | +10.6% |
| 3M | +2.4% | +14.7% | -12.4% | -0.5% |
| 6M | +9.2% | -70.6% | +79.8% | +19.0% |
| YTD | +37.7% | -65.2% | +102.9% | +46.4% |
| 1Y | +56.1% | -73.2% | +129.3% | +69.8% |
| 3Y | +68.9% | -80.8% | +149.8% | +80.4% |
| 5Y | +79.0% | -94.8% | +173.8% | +114.2% |
| All | +45.7% | -91.9% | +137.5% | +71.5% |
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