-91.5%
HTZ vs FDS
-4.7%
-86.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +2.3% |
| 7D | +7.5% | -1.9% | +9.4% | +8.0% |
| 30D | +47.4% | +9.0% | +38.4% | +43.4% |
| 3M | -54.9% | +18.9% | -73.8% | -57.8% |
| 6M | -47.0% | +35.1% | -82.1% | -53.8% |
| YTD | -55.3% | +5.5% | -60.8% | -56.1% |
| 1Y | -57.6% | -16.8% | -40.8% | -52.8% |
| 3Y | -86.6% | -28.1% | -58.5% | -83.7% |
| 5Y | -86.1% | -17.4% | -68.7% | -83.5% |
| All | -91.5% | -4.7% | -86.7% | -92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling