+103.3%
FERG vs HTZ
-93.2%
+196.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.8% |
| 7D | +9.7% | -8.5% | +18.3% | +10.4% |
| 30D | +15.0% | -18.9% | +34.0% | +16.5% |
| 3M | +3.8% | -36.0% | +39.8% | +6.6% |
| 6M | +10.6% | -74.6% | +85.2% | +20.3% |
| YTD | +17.0% | -70.8% | +87.8% | +24.7% |
| 1Y | +7.1% | -75.3% | +82.4% | +15.6% |
| 3Y | +67.7% | -81.6% | +149.3% | +74.0% |
| 5Y | +76.4% | -94.4% | +170.9% | +104.8% |
| All | +103.3% | -93.2% | +196.5% | +135.6% |
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