+109.7%
FERG vs HTZ
-92.5%
+202.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.3% | -7.4% | +1.3% |
| 7D | +6.4% | -27.4% | +33.9% | +8.8% |
| 30D | +19.9% | -11.4% | +31.3% | +20.6% |
| 3M | +5.6% | -33.1% | +38.6% | +7.9% |
| 6M | +9.2% | -73.5% | +82.7% | +18.5% |
| YTD | +20.6% | -68.1% | +88.7% | +27.8% |
| 1Y | +5.7% | -74.3% | +80.0% | +13.8% |
| 3Y | +73.6% | -80.9% | +154.5% | +80.2% |
| 5Y | +86.2% | -93.8% | +180.0% | +114.6% |
| All | +109.7% | -92.5% | +202.2% | +141.4% |
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