-74.9%
HTZ vs FDS
-19.8%
-55.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.9% | +6.3% | +8.8% |
| 7D | +18.9% | +9.4% | +9.5% | +17.4% |
| 30D | +26.3% | +23.8% | +2.5% | +22.7% |
| 3M | +49.7% | +25.1% | +24.5% | +44.9% |
| 6M | -61.1% | +53.8% | -114.9% | -64.7% |
| YTD | -56.0% | +19.6% | -75.6% | -55.5% |
| 1Y | -66.4% | +31.6% | -98.1% | -67.9% |
| All | -74.9% | -19.8% | -55.1% | -66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling