+55.1%
FE vs HTZ
-89.7%
+144.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.2% | -9.2% | -0.2% |
| 7D | +1.7% | +18.9% | -17.3% | +1.3% |
| 30D | +8.1% | +26.3% | -18.1% | +7.5% |
| 3M | -1.3% | +49.7% | -51.0% | -2.4% |
| 6M | +2.9% | -61.1% | +64.0% | +4.5% |
| YTD | +8.6% | -56.0% | +64.6% | +9.5% |
| 1Y | +6.3% | -66.4% | +72.8% | +8.1% |
| 3Y | +45.1% | -75.8% | +120.9% | +47.2% |
| 5Y | +47.1% | -93.1% | +140.2% | +54.4% |
| All | +55.1% | -89.7% | +144.9% | +62.3% |
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