+4.9%
FERG vs HTZ
-76.0%
+80.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.6% | +11.8% | +11.3% |
| 7D | +7.3% | -16.4% | +23.7% | +8.3% |
| 30D | +18.1% | -15.1% | +33.2% | +19.0% |
| 3M | +1.6% | -28.2% | +29.8% | +2.7% |
| 6M | +8.5% | -73.1% | +81.6% | +19.8% |
| YTD | +18.6% | -68.3% | +86.8% | +24.4% |
| All | +4.9% | -76.0% | +80.9% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling