-41.4%
FISV vs HTZ
-92.6%
+51.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.0% |
| 7D | +22.3% | -16.4% | +38.7% | +23.0% |
| 30D | +39.2% | -15.1% | +54.3% | +39.8% |
| 3M | +21.2% | -28.2% | +49.4% | +22.0% |
| 6M | +14.5% | -73.1% | +87.5% | +18.6% |
| YTD | -5.4% | -68.3% | +62.9% | -3.2% |
| 1Y | -0.3% | -75.2% | +74.9% | +3.1% |
| 3Y | -46.8% | -81.1% | +34.3% | -45.7% |
| 5Y | -36.2% | -95.0% | +58.8% | -28.9% |
| All | -41.4% | -92.6% | +51.2% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling