+770.9%
FTI vs HTZ
-89.5%
+860.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | +5.3% | +7.5% | -2.2% | +4.6% |
| 30D | +15.3% | +47.4% | -32.1% | +10.1% |
| 3M | +15.8% | -54.9% | +70.7% | +22.1% |
| 6M | +22.6% | -47.0% | +69.6% | +25.5% |
| YTD | +79.5% | -55.3% | +134.8% | +86.8% |
| 1Y | +102.0% | -57.6% | +159.7% | +108.4% |
| 3Y | +315.8% | -86.6% | +402.4% | +386.5% |
| 5Y | +1,129.5% | -86.1% | +1,215.6% | +1,296.3% |
| All | +770.9% | -89.5% | +860.4% | +920.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling