+53.8%
FE vs HTZ
-89.5%
+143.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.6% |
| 7D | +1.9% | +7.5% | -5.5% | +1.8% |
| 30D | -1.2% | +47.4% | -48.6% | -2.1% |
| 3M | +3.5% | -54.9% | +58.4% | +4.9% |
| 6M | -6.1% | -47.0% | +40.9% | -5.5% |
| YTD | +7.6% | -55.3% | +62.9% | +8.6% |
| 1Y | +11.9% | -57.6% | +69.6% | +12.7% |
| 3Y | +48.4% | -86.6% | +135.0% | +55.4% |
| 5Y | +44.8% | -86.1% | +130.9% | +50.6% |
| All | +53.8% | -89.5% | +143.3% | +61.0% |
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