-71.9%
FIS vs HTZ
-95.0%
+23.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -1.3% |
| 7D | -29.4% | -16.4% | -13.0% | -28.9% |
| 30D | -16.7% | -15.1% | -1.6% | -16.3% |
| 3M | -33.0% | -28.2% | -4.8% | -32.2% |
| 6M | -33.3% | -73.1% | +39.7% | -28.1% |
| YTD | -56.0% | -68.3% | +12.3% | -53.7% |
| 1Y | -54.6% | -75.2% | +20.6% | -51.2% |
| 3Y | -40.6% | -81.1% | +40.5% | -36.8% |
| 5Y | -71.9% | -95.0% | +23.1% | -65.5% |
| All | -71.9% | -95.0% | +23.1% | -65.5% |
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