-3.0%
FERG vs HTZ
-59.8%
+56.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.0% | +4.1% | -0.8% |
| 7D | +3.4% | -2.5% | +5.8% | +3.4% |
| 30D | -11.5% | -3.7% | -7.8% | -11.6% |
| 3M | +1.3% | -57.0% | +58.3% | +5.2% |
| 6M | -1.0% | -47.0% | +46.0% | +1.3% |
| YTD | +3.2% | -57.5% | +60.7% | +6.5% |
| 1Y | -3.0% | -63.5% | +60.5% | -0.4% |
| All | -3.0% | -59.8% | +56.9% | -0.4% |
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 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