-56.4%
FLUT vs HTZ
-92.5%
+36.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.4% | +6.8% | -0.9% |
| 7D | -1.1% | -14.6% | +13.5% | -0.2% |
| 30D | +7.7% | -20.8% | +28.5% | +9.2% |
| 3M | -12.2% | -18.8% | +6.7% | -11.5% |
| 6M | -17.6% | -74.7% | +57.1% | -10.2% |
| YTD | -62.0% | -68.1% | +6.1% | -59.9% |
| 1Y | -62.3% | -73.5% | +11.2% | -59.5% |
| 3Y | -52.0% | -81.8% | +29.9% | -49.5% |
| 5Y | -51.8% | -95.2% | +43.5% | -44.2% |
| All | -56.4% | -92.5% | +36.1% | -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