-39.8%
FIS vs HTZ
-82.6%
+42.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.4% | +6.1% | -2.0% |
| 7D | -25.5% | -14.6% | -10.9% | -25.3% |
| 30D | -15.1% | -20.8% | +5.7% | -14.6% |
| 3M | -32.1% | -18.8% | -13.3% | -32.1% |
| 6M | -36.1% | -74.7% | +38.6% | -33.2% |
| YTD | -55.4% | -68.1% | +12.7% | -54.2% |
| 1Y | -53.9% | -73.5% | +19.6% | -52.2% |
| 3Y | -39.8% | -81.8% | +42.1% | -35.3% |
| All | -39.8% | -82.6% | +42.8% | -35.3% |
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