-38.4%
FIS vs HTZ
-81.0%
+42.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -20.8% | +19.6% | -0.6% |
| 7D | -21.2% | -7.7% | -13.4% | -21.2% |
| 30D | -12.1% | -13.1% | +1.0% | -11.9% |
| 3M | -30.6% | +14.7% | -45.3% | -31.6% |
| 6M | -35.5% | -70.6% | +35.1% | -33.0% |
| YTD | -54.4% | -65.2% | +10.8% | -53.3% |
| 1Y | -52.9% | -73.2% | +20.3% | -51.1% |
| All | -38.4% | -81.0% | +42.6% | -34.0% |
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 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