+65.0%
FERG vs HTZ
-95.4%
+160.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.4% | +7.6% | -0.2% |
| 7D | -2.1% | -14.6% | +12.5% | -1.0% |
| 30D | +8.7% | -20.8% | +29.4% | +10.3% |
| 3M | -7.4% | -18.8% | +11.4% | -6.9% |
| 6M | -6.6% | -74.7% | +68.1% | +2.3% |
| YTD | +6.6% | -68.1% | +74.7% | +13.3% |
| 1Y | -3.6% | -73.5% | +69.9% | +4.0% |
| 3Y | +56.4% | -81.8% | +138.2% | +65.7% |
| All | +65.0% | -95.4% | +160.4% | +100.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling