+106.1%
FERG vs HTZ
-92.6%
+198.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.6% | +11.8% | +11.3% |
| 7D | +7.3% | -16.4% | +23.7% | +8.6% |
| 30D | +18.1% | -15.1% | +33.2% | +19.3% |
| 3M | +1.6% | -28.2% | +29.8% | +3.2% |
| 6M | +8.5% | -73.1% | +81.6% | +17.6% |
| YTD | +18.6% | -68.3% | +86.8% | +25.7% |
| 1Y | +5.7% | -75.2% | +80.9% | +14.2% |
| 3Y | +74.0% | -81.1% | +155.1% | +81.0% |
| 5Y | +83.9% | -95.0% | +178.9% | +113.2% |
| All | +106.1% | -92.6% | +198.6% | +137.4% |
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