-66.4%
HTZ vs FFIV
+33.5%
-99.9%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.4% | +9.6% | +9.3% |
| 7D | +18.9% | -9.8% | +28.7% | +22.5% |
| 30D | +26.3% | -28.1% | +54.3% | +38.5% |
| 3M | +49.7% | -20.0% | +69.7% | +59.0% |
| 6M | -61.1% | -0.1% | -61.0% | -61.8% |
| YTD | -56.0% | +29.2% | -85.2% | -62.2% |
| 1Y | -66.4% | +36.6% | -103.0% | -73.2% |
| All | -66.4% | +33.5% | -99.9% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling