+71.5%
FERG vs HTZ
-85.9%
+157.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +2.2% |
| 7D | 0.0% | +7.5% | -7.5% | -0.6% |
| 30D | -10.2% | +47.4% | -57.6% | -13.7% |
| 3M | -0.6% | -54.9% | +54.3% | +4.0% |
| 6M | -6.5% | -47.0% | +40.5% | -4.2% |
| YTD | +4.2% | -55.3% | +59.4% | +8.2% |
| 1Y | -2.3% | -57.6% | +55.4% | +0.9% |
| 3Y | +48.5% | -86.6% | +135.1% | +67.7% |
| All | +71.5% | -85.9% | +157.4% | +86.9% |
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