-51.1%
FLUT vs HTZ
-85.9%
+34.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.3% |
| 7D | -1.6% | +7.5% | -9.1% | -2.2% |
| 30D | +7.7% | +47.4% | -39.7% | +4.0% |
| 3M | -0.7% | -54.9% | +54.2% | +3.8% |
| 6M | -11.2% | -47.0% | +35.8% | -9.5% |
| YTD | -53.4% | -55.3% | +1.8% | -51.9% |
| 1Y | -65.8% | -57.6% | -8.1% | -64.8% |
| 3Y | -44.9% | -86.6% | +41.7% | -37.8% |
| All | -51.1% | -85.9% | +34.8% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling