-91.5%
HTZ vs FFIV
+107.9%
-199.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +7.5% | -1.0% | +8.4% | +7.9% |
| 30D | +47.4% | -5.1% | +52.5% | +50.6% |
| 3M | -54.9% | -4.5% | -50.5% | -54.1% |
| 6M | -47.0% | +36.5% | -83.5% | -54.5% |
| YTD | -55.3% | +53.0% | -108.2% | -63.8% |
| 1Y | -57.6% | +24.2% | -81.9% | -62.6% |
| 3Y | -86.6% | +137.2% | -223.8% | -92.0% |
| 5Y | -86.1% | +91.8% | -177.9% | -91.1% |
| All | -91.5% | +107.9% | -199.4% | -95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling