+386.0%
FLEX vs HTZ
-94.7%
+480.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -20.8% | +7.2% | -11.2% |
| 7D | -28.3% | -7.7% | -20.6% | -27.7% |
| 30D | -45.0% | -13.1% | -31.9% | -44.3% |
| 3M | -45.2% | +14.7% | -60.0% | -47.0% |
| 6M | -30.8% | -70.6% | +39.8% | -22.5% |
| YTD | +10.4% | -65.2% | +75.6% | +20.1% |
| 1Y | +2.3% | -73.2% | +75.4% | +14.2% |
| 3Y | +238.9% | -80.8% | +319.7% | +273.7% |
| 5Y | +386.0% | -94.8% | +480.8% | +568.4% |
| All | +386.0% | -94.7% | +480.7% | +568.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling