-70.4%
FIS vs HTZ
-94.7%
+24.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -20.8% | +19.6% | +0.2% |
| 7D | -21.2% | -7.7% | -13.4% | -21.1% |
| 30D | -12.1% | -13.1% | +1.0% | -11.7% |
| 3M | -30.6% | +14.7% | -45.3% | -32.5% |
| 6M | -35.5% | -70.6% | +35.1% | -30.9% |
| YTD | -54.4% | -65.2% | +10.8% | -52.3% |
| 1Y | -52.9% | -73.2% | +20.3% | -49.6% |
| 3Y | -38.7% | -80.8% | +42.2% | -33.9% |
| 5Y | -70.4% | -94.8% | +24.4% | -64.0% |
| All | -70.4% | -94.7% | +24.3% | -64.0% |
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 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