-93.4%
HTZ vs FDS
+7.4%
-100.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.5% | -20.3% | -20.7% |
| 7D | -7.7% | +6.4% | -14.1% | -9.3% |
| 30D | -13.1% | +25.2% | -38.3% | -18.1% |
| 3M | +14.7% | +22.9% | -8.2% | +7.9% |
| 6M | -70.6% | +56.5% | -127.1% | -75.3% |
| YTD | -65.2% | +19.0% | -84.1% | -66.9% |
| 1Y | -73.2% | +32.7% | -105.9% | -76.2% |
| 3Y | -80.8% | -20.4% | -60.4% | -77.1% |
| 5Y | -94.8% | -19.6% | -75.2% | -94.0% |
| All | -93.4% | +7.4% | -100.8% | -94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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