-93.9%
HTZ vs FFIV
+65.5%
-159.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.3% | -8.1% | -8.3% |
| 7D | -14.6% | -8.1% | -6.5% | -11.0% |
| 30D | -20.8% | -33.4% | +12.6% | -6.6% |
| 3M | -18.8% | -24.7% | +5.9% | -9.6% |
| 6M | -74.7% | -8.8% | -65.8% | -74.2% |
| YTD | -68.1% | +21.8% | -89.9% | -71.9% |
| 1Y | -73.5% | +25.3% | -98.8% | -77.0% |
| 3Y | -81.8% | +101.2% | -183.0% | -88.5% |
| 5Y | -95.2% | +40.2% | -135.5% | -96.6% |
| All | -93.9% | +65.5% | -159.4% | -96.1% |
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