+8.1%
FPS vs HTZ
-55.3%
+63.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.1% | +2.3% |
| 7D | +3.1% | +7.5% | -4.4% | +2.4% |
| 30D | -18.6% | +47.4% | -66.0% | -22.6% |
| 3M | -51.5% | -54.9% | +3.4% | -48.7% |
| 6M | -8.5% | -47.0% | +38.5% | -7.6% |
| All | +8.1% | -55.3% | +63.4% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling