+48.6%
FITB vs HTZ
-94.3%
+142.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.0% | +7.7% | +0.5% |
| 7D | +0.5% | -27.5% | +28.0% | +3.7% |
| 30D | +7.0% | -21.9% | +28.9% | +9.3% |
| 3M | -4.4% | -29.2% | +24.9% | -2.0% |
| 6M | +11.6% | -75.2% | +86.8% | +26.0% |
| YTD | +18.6% | -70.8% | +89.4% | +29.8% |
| 1Y | +29.8% | -76.1% | +105.9% | +45.3% |
| 3Y | +140.7% | -82.5% | +223.2% | +165.0% |
| 5Y | +48.6% | -94.1% | +142.7% | +107.1% |
| All | +48.6% | -94.3% | +142.9% | +107.1% |
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