-56.6%
FICO vs HTZ
-72.5%
+15.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -20.8% | +21.7% | +0.5% |
| 7D | -0.3% | -7.7% | +7.5% | -0.4% |
| 30D | +1.7% | -13.1% | +14.8% | +1.5% |
| 3M | -35.2% | +14.7% | -49.9% | -35.1% |
| 6M | -33.7% | -70.6% | +37.0% | -32.7% |
| YTD | -58.2% | -65.2% | +7.0% | -58.5% |
| 1Y | -56.6% | -73.2% | +16.6% | -54.9% |
| All | -56.6% | -72.5% | +15.9% | -54.9% |
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 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