+71.1%
FITB vs HTZ
-93.2%
+164.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +1.4% |
| 7D | +2.8% | -8.5% | +11.3% | +3.6% |
| 30D | +9.8% | -18.9% | +28.7% | +11.6% |
| 3M | -5.2% | -36.0% | +30.9% | -1.5% |
| 6M | +17.3% | -74.6% | +91.9% | +31.5% |
| YTD | +19.3% | -70.8% | +90.1% | +30.1% |
| 1Y | +32.7% | -75.3% | +108.0% | +47.3% |
| 3Y | +141.6% | -81.6% | +223.2% | +157.6% |
| 5Y | +48.9% | -94.4% | +143.3% | +91.0% |
| All | +71.1% | -93.2% | +164.2% | +116.6% |
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