+52.7%
FE vs HTZ
-92.5%
+145.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.4% | +7.0% | -1.2% |
| 7D | -1.0% | -14.6% | +13.6% | -0.8% |
| 30D | +4.1% | -20.8% | +24.9% | +4.5% |
| 3M | -1.0% | -18.8% | +17.8% | -0.8% |
| 6M | +4.0% | -74.7% | +78.7% | +6.6% |
| YTD | +6.8% | -68.1% | +74.9% | +8.4% |
| 1Y | +5.3% | -73.5% | +78.8% | +7.4% |
| 3Y | +44.6% | -81.8% | +126.4% | +47.3% |
| 5Y | +44.2% | -95.2% | +139.4% | +52.4% |
| All | +52.7% | -92.5% | +145.2% | +60.7% |
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