+46.7%
FE vs HTZ
-81.0%
+127.6%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -20.8% | +20.6% | 0.0% |
| 7D | +0.6% | -7.7% | +8.3% | +0.6% |
| 30D | +6.4% | -13.1% | +19.5% | +6.5% |
| 3M | -0.5% | +14.7% | -15.2% | -0.7% |
| 6M | +4.7% | -70.6% | +75.4% | +5.9% |
| YTD | +8.4% | -65.2% | +73.5% | +9.1% |
| 1Y | +7.2% | -73.2% | +80.4% | +8.4% |
| All | +46.7% | -81.0% | +127.6% | +50.8% |
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 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