-54.4%
FLUT vs HTZ
-92.5%
+38.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.3% | -5.7% | +2.9% |
| 7D | +4.5% | -27.4% | +32.0% | +6.9% |
| 30D | +9.2% | -11.4% | +20.6% | +9.7% |
| 3M | -13.7% | -33.1% | +19.4% | -11.7% |
| 6M | -9.0% | -73.5% | +64.5% | -1.3% |
| YTD | -60.2% | -68.1% | +7.8% | -58.1% |
| 1Y | -63.1% | -74.3% | +11.2% | -60.3% |
| 3Y | -42.5% | -80.9% | +38.4% | -40.0% |
| 5Y | -47.6% | -93.8% | +46.2% | -39.4% |
| All | -54.4% | -92.5% | +38.2% | -47.0% |
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