+777.0%
FIX vs HTZ
-86.4%
+863.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.8% |
| 7D | +6.0% | +7.5% | -1.4% | +5.6% |
| 30D | -7.2% | +47.4% | -54.7% | -9.6% |
| 3M | -15.9% | -54.9% | +39.1% | -13.4% |
| 6M | +12.7% | -47.0% | +59.7% | +14.8% |
| YTD | +72.8% | -55.3% | +128.0% | +77.1% |
| 1Y | +122.9% | -57.6% | +180.5% | +128.0% |
| All | +777.0% | -86.4% | +863.4% | +813.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling