-55.7%
FLUT vs HTZ
-91.9%
+36.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -20.8% | +22.2% | +3.1% |
| 7D | +4.8% | -7.7% | +12.5% | +5.1% |
| 30D | +8.8% | -13.1% | +21.9% | +9.5% |
| 3M | -10.7% | +14.7% | -25.4% | -12.7% |
| 6M | -19.7% | -70.6% | +50.9% | -13.6% |
| YTD | -61.4% | -65.2% | +3.8% | -59.5% |
| 1Y | -61.6% | -73.2% | +11.6% | -58.8% |
| 3Y | -51.4% | -80.8% | +29.4% | -49.0% |
| 5Y | -51.0% | -94.8% | +43.8% | -43.7% |
| All | -55.7% | -91.9% | +36.1% | -48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling