-84.0%
FIG vs HTZ
-71.5%
-12.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -20.8% | +4.1% | -17.6% |
| 7D | -17.4% | -7.7% | -9.7% | -17.3% |
| 30D | -15.9% | -13.1% | -2.8% | -16.3% |
| 3M | -34.5% | +14.7% | -49.2% | -33.1% |
| 6M | -5.0% | -70.6% | +65.6% | -3.1% |
| YTD | -50.7% | -65.2% | +14.5% | -50.5% |
| 1Y | -58.1% | -73.2% | +15.1% | -58.3% |
| All | -84.0% | -71.5% | -12.5% | -84.0% |
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 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