-86.5%
HTZ vs FCUV
-97.6%
+11.0%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -13.7% | +15.0% | +1.2% |
| 7D | +7.5% | +62.8% | -55.4% | +8.2% |
| 30D | +47.4% | +66.5% | -19.1% | +49.1% |
| 3M | -54.9% | +459.9% | -514.8% | -52.8% |
| 6M | -47.0% | -12.4% | -34.6% | -44.9% |
| YTD | -55.3% | -47.5% | -7.7% | -53.5% |
| 1Y | -57.6% | -80.5% | +22.9% | -56.3% |
| All | -86.5% | -97.6% | +11.0% | -84.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling