-2.1%
FIX vs HTZ
-72.5%
+70.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -20.8% | +9.2% | -9.8% |
| 7D | -27.2% | -7.7% | -19.5% | -26.6% |
| 30D | -46.9% | -13.1% | -33.8% | -46.3% |
| 3M | -44.4% | +14.7% | -59.2% | -45.6% |
| 6M | -50.9% | -70.6% | +19.7% | -45.8% |
| YTD | +3.5% | -65.2% | +68.7% | +8.8% |
| 1Y | -2.1% | -73.2% | +71.1% | +7.3% |
| All | -2.1% | -72.5% | +70.3% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling