-23.7%
FPS vs HTZ
-70.9%
+47.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.2% |
| 7D | +13.6% | -8.5% | +22.1% | +15.0% |
| 30D | -32.4% | -18.9% | -13.4% | -30.4% |
| 3M | -41.1% | -36.0% | -5.1% | -38.1% |
| 6M | -51.4% | -74.6% | +23.2% | -45.0% |
| All | -23.7% | -70.9% | +47.1% | -16.9% |
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