-56.0%
FLUT vs HTZ
-93.2%
+37.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.0% | +8.6% | +1.3% |
| 7D | -1.5% | -27.5% | +26.1% | +0.7% |
| 30D | +3.4% | -21.9% | +25.3% | +4.9% |
| 3M | -12.5% | -29.2% | +16.8% | -10.9% |
| 6M | -18.5% | -75.2% | +56.7% | -11.1% |
| YTD | -61.6% | -70.8% | +9.2% | -59.2% |
| 1Y | -64.1% | -76.1% | +12.0% | -61.2% |
| 3Y | -44.5% | -82.5% | +38.1% | -41.7% |
| 5Y | -51.3% | -94.1% | +42.8% | -43.3% |
| All | -56.0% | -93.2% | +37.2% | -48.5% |
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