+67.8%
FITB vs HTZ
-91.9%
+159.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -20.8% | +18.5% | -0.1% |
| 7D | -1.8% | -7.7% | +5.9% | -1.3% |
| 30D | +4.8% | -13.1% | +17.9% | +5.9% |
| 3M | -6.4% | +14.7% | -21.2% | -9.5% |
| 6M | +7.9% | -70.6% | +78.5% | +19.3% |
| YTD | +17.0% | -65.2% | +82.2% | +25.4% |
| 1Y | +29.9% | -73.2% | +103.1% | +43.3% |
| 3Y | +124.8% | -80.8% | +205.7% | +142.6% |
| 5Y | +46.4% | -94.8% | +141.2% | +87.7% |
| All | +67.8% | -91.9% | +159.6% | +108.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling