-79.1%
FIG vs HTZ
-63.4%
-15.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.7% | -4.2% |
| 7D | -16.3% | +7.5% | -23.8% | -15.7% |
| 30D | -14.3% | +47.4% | -61.8% | -11.3% |
| 3M | +7.2% | -54.9% | +62.1% | +11.1% |
| 6M | -18.6% | -47.0% | +28.4% | -17.0% |
| YTD | -35.5% | -55.3% | +19.8% | -34.3% |
| 1Y | -55.8% | -57.6% | +1.9% | -54.9% |
| All | -79.1% | -63.4% | -15.7% | -78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling