+622.8%
FTI vs HTZ
-93.2%
+715.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.6% | +4.7% | +2.3% |
| 7D | +4.3% | -8.5% | +12.9% | +5.0% |
| 30D | -4.7% | -18.9% | +14.3% | -3.5% |
| 3M | -13.5% | -36.0% | +22.5% | -10.9% |
| 6M | -8.7% | -74.6% | +65.9% | +0.6% |
| YTD | +49.0% | -70.8% | +119.8% | +59.7% |
| 1Y | +54.0% | -75.3% | +129.3% | +67.7% |
| 3Y | +211.6% | -81.6% | +293.2% | +221.4% |
| 5Y | +881.9% | -94.4% | +976.3% | +1,125.7% |
| All | +622.8% | -93.2% | +715.9% | +772.6% |
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 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