+205.5%
FN vs HTZ
-91.9%
+297.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -20.8% | +6.6% | -12.0% |
| 7D | -16.0% | -7.7% | -8.2% | -15.1% |
| 30D | -40.1% | -13.1% | -27.0% | -39.3% |
| 3M | -43.9% | +14.7% | -58.6% | -45.0% |
| 6M | -55.6% | -70.6% | +15.0% | -51.3% |
| YTD | -35.7% | -65.2% | +29.5% | -31.1% |
| 1Y | -39.8% | -73.2% | +33.4% | -34.1% |
| 3Y | +80.3% | -80.8% | +161.1% | +92.5% |
| 5Y | +143.3% | -94.8% | +238.1% | +190.8% |
| All | +205.5% | -91.9% | +297.4% | +275.8% |
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