+483.4%
FLEX vs HTZ
-92.6%
+576.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.6% | +12.6% | +12.1% |
| 7D | -7.2% | -16.4% | +9.2% | -5.4% |
| 30D | -34.8% | -15.1% | -19.7% | -33.8% |
| 3M | -35.6% | -28.2% | -7.4% | -33.9% |
| 6M | -45.0% | -73.1% | +28.0% | -38.2% |
| YTD | +29.4% | -68.3% | +97.7% | +41.7% |
| 1Y | +24.8% | -75.2% | +100.0% | +40.1% |
| 3Y | +304.4% | -81.1% | +385.5% | +336.3% |
| 5Y | +484.1% | -95.0% | +579.1% | +656.8% |
| All | +483.4% | -92.6% | +576.0% | +650.4% |
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