-83.2%
FIG vs HTZ
-76.2%
-7.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.6% | +5.4% | +2.7% |
| 7D | +3.4% | -8.5% | +11.9% | +3.0% |
| 30D | -9.5% | -18.9% | +9.5% | -9.7% |
| 3M | -26.2% | -36.0% | +9.8% | -27.7% |
| 6M | +2.7% | -74.6% | +77.3% | +4.0% |
| YTD | -48.0% | -70.8% | +22.9% | -48.2% |
| 1Y | -52.0% | -75.3% | +23.2% | -52.5% |
| All | -83.2% | -76.2% | -7.0% | -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 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