-83.2%
FIG vs HTZ
-74.1%
-9.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.1% |
| 7D | -12.6% | -16.4% | +3.8% | -12.9% |
| 30D | -13.8% | -15.1% | +1.3% | -13.9% |
| 3M | -16.7% | -28.2% | +11.5% | -17.8% |
| 6M | -6.1% | -73.1% | +67.0% | -4.5% |
| YTD | -48.1% | -68.3% | +20.2% | -48.2% |
| 1Y | -56.2% | -75.2% | +19.1% | -56.5% |
| All | -83.2% | -74.1% | -9.1% | -83.2% |
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