-56.7%
FLUT vs HTZ
-93.2%
+36.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.8% |
| 7D | -0.7% | -8.5% | +7.8% | 0.0% |
| 30D | +9.3% | -18.9% | +28.2% | +10.5% |
| 3M | -17.5% | -36.0% | +18.6% | -15.1% |
| 6M | -14.6% | -74.6% | +60.0% | -7.1% |
| YTD | -62.3% | -70.8% | +8.5% | -59.9% |
| 1Y | -59.6% | -75.3% | +15.7% | -56.5% |
| 3Y | -45.3% | -81.6% | +36.3% | -43.0% |
| 5Y | -50.4% | -94.4% | +44.0% | -42.3% |
| All | -56.7% | -93.2% | +36.5% | -49.4% |
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