-91.6%
HTZ vs FDS
+8.0%
-99.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.9% | +6.3% | +8.4% |
| 7D | +18.9% | +9.4% | +9.5% | +16.1% |
| 30D | +26.3% | +23.8% | +2.5% | +19.2% |
| 3M | +49.7% | +25.1% | +24.5% | +40.0% |
| 6M | -61.1% | +53.8% | -114.9% | -67.1% |
| YTD | -56.0% | +19.6% | -75.6% | -58.3% |
| 1Y | -66.4% | +31.6% | -98.1% | -70.0% |
| 3Y | -75.8% | -20.0% | -55.8% | -71.1% |
| 5Y | -93.1% | -18.6% | -74.5% | -92.0% |
| All | -91.6% | +8.0% | -99.6% | -92.9% |
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