+420.8%
FLEX vs HTZ
-92.5%
+513.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -8.4% | +12.9% | +5.5% |
| 7D | -19.3% | -14.6% | -4.7% | -18.0% |
| 30D | -41.5% | -20.8% | -20.8% | -40.2% |
| 3M | -43.1% | -18.8% | -24.3% | -42.5% |
| 6M | -48.2% | -74.7% | +26.5% | -41.3% |
| YTD | +15.5% | -68.1% | +83.6% | +26.4% |
| 1Y | +10.2% | -73.5% | +83.7% | +22.8% |
| 3Y | +256.8% | -81.8% | +338.6% | +288.0% |
| 5Y | +408.2% | -95.2% | +503.4% | +561.1% |
| All | +420.8% | -92.5% | +513.3% | +569.4% |
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