+592.9%
FTI vs HTZ
-92.5%
+685.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -8.4% | +11.5% | +3.9% |
| 7D | -7.6% | -14.6% | +6.9% | -6.6% |
| 30D | -7.1% | -20.8% | +13.6% | -5.7% |
| 3M | -8.7% | -18.8% | +10.1% | -8.3% |
| 6M | -14.0% | -74.7% | +60.7% | -5.0% |
| YTD | +42.8% | -68.1% | +110.9% | +52.1% |
| 1Y | +50.4% | -73.5% | +123.9% | +62.9% |
| 3Y | +194.1% | -81.8% | +275.9% | +207.8% |
| 5Y | +775.2% | -95.2% | +870.4% | +1,009.0% |
| All | +592.9% | -92.5% | +685.4% | +730.8% |
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