+92.2%
FOXA vs HTZ
-93.2%
+185.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.0% | +7.5% | +0.1% |
| 7D | +0.4% | -27.5% | +27.9% | +2.4% |
| 30D | +7.9% | -21.9% | +29.8% | +9.5% |
| 3M | +6.7% | -29.2% | +35.9% | +8.3% |
| 6M | +7.5% | -75.2% | +82.7% | +15.2% |
| YTD | -6.9% | -70.8% | +63.9% | -2.0% |
| 1Y | +2.2% | -76.1% | +78.3% | +9.0% |
| 3Y | +131.4% | -82.5% | +213.9% | +142.5% |
| 5Y | +76.2% | -94.1% | +170.3% | +104.3% |
| All | +92.2% | -93.2% | +185.4% | +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 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