+289.3%
FN vs HTZ
-85.9%
+375.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +3.0% |
| 7D | -1.7% | +7.5% | -9.2% | -2.4% |
| 30D | -22.0% | +47.4% | -69.4% | -25.4% |
| 3M | -43.0% | -54.9% | +11.9% | -39.8% |
| 6M | -27.7% | -47.0% | +19.3% | -25.3% |
| YTD | -10.5% | -55.3% | +44.7% | -6.3% |
| 1Y | +12.5% | -57.6% | +70.1% | +17.3% |
| 3Y | +153.8% | -86.6% | +240.4% | +193.2% |
| All | +289.3% | -85.9% | +375.2% | +353.6% |
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