+111.4%
FN vs HTZ
-76.0%
+187.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +9.2% | -15.1% | -6.7% |
| 7D | -7.0% | +18.9% | -25.9% | -8.4% |
| 30D | -24.7% | +26.3% | -51.0% | -26.4% |
| 3M | -35.7% | +49.7% | -85.3% | -38.1% |
| 6M | -52.4% | -61.1% | +8.7% | -50.2% |
| YTD | -25.0% | -56.0% | +31.1% | -22.5% |
| 1Y | -25.7% | -66.4% | +40.8% | -22.1% |
| All | +111.4% | -76.0% | +187.4% | +120.0% |
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