+466.6%
FLEX vs HTZ
-94.3%
+560.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -8.0% | +5.3% | -1.7% |
| 7D | -13.6% | -27.5% | +13.9% | -10.5% |
| 30D | -36.5% | -21.9% | -14.6% | -34.9% |
| 3M | -36.4% | -29.2% | -7.2% | -34.6% |
| 6M | -46.5% | -75.2% | +28.7% | -38.9% |
| YTD | +25.9% | -70.8% | +96.8% | +39.8% |
| 1Y | +19.6% | -76.1% | +95.7% | +35.5% |
| 3Y | +287.0% | -82.5% | +369.5% | +328.1% |
| 5Y | +466.6% | -94.1% | +560.7% | +702.7% |
| All | +466.6% | -94.3% | +560.9% | +702.7% |
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