+83.1%
FICO vs HTZ
-92.9%
+176.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +9.2% | -12.4% | -3.7% |
| 7D | +0.4% | +18.9% | -18.5% | -0.6% |
| 30D | +1.7% | +26.3% | -24.6% | +0.2% |
| 3M | -33.0% | +49.7% | -82.7% | -35.3% |
| 6M | -33.9% | -61.1% | +27.2% | -31.0% |
| YTD | -58.5% | -56.0% | -2.5% | -57.4% |
| 1Y | -56.4% | -66.4% | +10.1% | -54.3% |
| 3Y | -24.7% | -75.8% | +51.1% | -21.4% |
| 5Y | +83.1% | -93.1% | +176.2% | +127.0% |
| All | +83.1% | -92.9% | +176.0% | +127.0% |
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