-91.6%
HTZ vs FCUV
-99.8%
+8.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -7.5% | +16.7% | +9.2% |
| 7D | +18.9% | -8.6% | +27.5% | +18.9% |
| 30D | +26.3% | -25.9% | +52.2% | +26.2% |
| 3M | +49.7% | -69.8% | +119.5% | +49.8% |
| 6M | -61.1% | -31.6% | -29.5% | -61.0% |
| YTD | -56.0% | -90.1% | +34.1% | -55.2% |
| 1Y | -66.4% | -98.0% | +31.6% | -65.0% |
| 3Y | -75.8% | -99.5% | +23.8% | -74.9% |
| 5Y | -93.1% | -99.8% | +6.8% | -92.6% |
| All | -91.6% | -99.8% | +8.2% | -91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling