+608.1%
FTI vs HTZ
-93.0%
+701.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.1% | +5.4% | -0.2% |
| 7D | +5.4% | -14.0% | +19.4% | +6.6% |
| 30D | -8.2% | -19.8% | +11.6% | -7.0% |
| 3M | -13.7% | -45.0% | +31.3% | -10.0% |
| 6M | -11.2% | -73.2% | +62.0% | -2.6% |
| YTD | +46.0% | -70.0% | +116.0% | +56.2% |
| 1Y | +51.8% | -75.7% | +127.5% | +65.7% |
| 3Y | +206.7% | -82.1% | +288.8% | +219.1% |
| 5Y | +862.0% | -94.3% | +956.3% | +1,098.3% |
| All | +608.1% | -93.0% | +701.1% | +753.1% |
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 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