+85.3%
FERG vs HTZ
-92.5%
+177.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.4% | +7.6% | -0.2% |
| 7D | -2.1% | -14.6% | +12.5% | -1.1% |
| 30D | +8.7% | -20.8% | +29.4% | +10.2% |
| 3M | -7.4% | -18.8% | +11.4% | -7.0% |
| 6M | -6.6% | -74.7% | +68.1% | +1.8% |
| YTD | +6.6% | -68.1% | +74.7% | +12.9% |
| 1Y | -3.6% | -73.5% | +69.9% | +3.6% |
| 3Y | +56.4% | -81.8% | +138.2% | +63.6% |
| 5Y | +67.5% | -95.2% | +162.7% | +94.3% |
| All | +85.3% | -92.5% | +177.8% | +113.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling