-93.9%
HTZ vs FCUV
-99.8%
+5.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -2.9% | -5.5% | -8.4% |
| 7D | -14.6% | -13.0% | -1.6% | -14.6% |
| 30D | -20.8% | -36.9% | +16.1% | -20.8% |
| 3M | -18.8% | -65.3% | +46.5% | -18.8% |
| 6M | -74.7% | -32.9% | -41.8% | -74.7% |
| YTD | -68.1% | -91.2% | +23.1% | -67.5% |
| 1Y | -73.5% | -98.2% | +24.7% | -72.4% |
| 3Y | -81.8% | -99.6% | +17.8% | -81.1% |
| 5Y | -95.2% | -99.9% | +4.6% | -94.9% |
| All | -93.9% | -99.8% | +5.9% | -93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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