-52.0%
FLUT vs HTZ
-82.6%
+30.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.4% | +6.8% | -1.1% |
| 7D | -1.1% | -14.6% | +13.5% | -0.5% |
| 30D | +7.7% | -20.8% | +28.5% | +8.7% |
| 3M | -12.2% | -18.8% | +6.7% | -11.7% |
| 6M | -17.6% | -74.7% | +57.1% | -12.4% |
| YTD | -62.0% | -68.1% | +6.1% | -60.6% |
| 1Y | -62.3% | -73.5% | +11.2% | -60.4% |
| 3Y | -52.0% | -81.8% | +29.9% | -47.3% |
| All | -52.0% | -82.6% | +30.6% | -47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling