-77.1%
FIS vs HTZ
-92.5%
+15.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.4% | +6.1% | -1.7% |
| 7D | -25.5% | -14.6% | -10.9% | -25.1% |
| 30D | -15.1% | -20.8% | +5.7% | -14.2% |
| 3M | -32.1% | -18.8% | -13.3% | -32.0% |
| 6M | -36.1% | -74.7% | +38.6% | -31.0% |
| YTD | -55.4% | -68.1% | +12.7% | -53.2% |
| 1Y | -53.9% | -73.5% | +19.6% | -51.0% |
| 3Y | -39.8% | -81.8% | +42.1% | -36.4% |
| 5Y | -71.1% | -95.2% | +24.1% | -66.3% |
| All | -77.1% | -92.5% | +15.5% | -73.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling