+4.4%
FICO vs HTZ
-86.4%
+90.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.3% | -18.0% | -16.7% |
| 7D | -19.2% | +7.5% | -26.7% | -19.3% |
| 30D | -14.6% | +47.4% | -62.0% | -15.4% |
| 3M | -20.1% | -54.9% | +34.8% | -18.8% |
| 6M | -36.3% | -47.0% | +10.7% | -35.8% |
| YTD | -44.9% | -55.3% | +10.4% | -44.2% |
| 1Y | -38.6% | -57.6% | +19.0% | -38.0% |
| All | +4.4% | -86.4% | +90.9% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling