-93.4%
HTZ vs FCUV
-99.8%
+6.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -8.4% | -12.4% | -20.8% |
| 7D | -7.7% | -14.0% | +6.2% | -7.8% |
| 30D | -13.1% | -31.2% | +18.1% | -13.2% |
| 3M | +14.7% | -71.3% | +86.0% | +14.8% |
| 6M | -70.6% | -36.9% | -33.8% | -70.6% |
| YTD | -65.2% | -91.0% | +25.8% | -64.5% |
| 1Y | -73.2% | -98.2% | +25.0% | -72.1% |
| 3Y | -80.8% | -99.6% | +18.8% | -80.1% |
| 5Y | -94.8% | -99.9% | +5.1% | -94.5% |
| All | -93.4% | -99.8% | +6.5% | -93.0% |
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