-62.2%
FIS vs HTZ
-85.9%
+23.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | +1.1% | +7.5% | -6.4% | +0.6% |
| 30D | -2.2% | +47.4% | -49.7% | -5.8% |
| 3M | +2.1% | -54.9% | +57.0% | +6.4% |
| 6M | -14.7% | -47.0% | +32.3% | -13.2% |
| YTD | -35.7% | -55.3% | +19.6% | -33.7% |
| 1Y | -37.1% | -57.6% | +20.6% | -35.5% |
| 3Y | -20.0% | -86.6% | +66.6% | -7.1% |
| All | -62.2% | -85.9% | +23.6% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling