-93.4%
HTZ vs FFIV
+66.0%
-159.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -5.5% | -15.3% | -18.4% |
| 7D | -7.7% | -14.2% | +6.5% | -1.2% |
| 30D | -13.1% | -33.6% | +20.5% | +2.6% |
| 3M | +14.7% | -24.2% | +39.0% | +27.5% |
| 6M | -70.6% | -8.3% | -62.3% | -70.2% |
| YTD | -65.2% | +22.1% | -87.3% | -69.4% |
| 1Y | -73.2% | +26.5% | -99.7% | -76.8% |
| 3Y | -80.8% | +102.3% | -183.1% | -87.9% |
| 5Y | -94.8% | +40.6% | -135.4% | -96.3% |
| All | -93.4% | +66.0% | -159.3% | -95.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling