-91.6%
HTZ vs FFIV
+75.5%
-167.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.4% | +9.6% | +9.4% |
| 7D | +18.9% | -9.8% | +28.7% | +24.0% |
| 30D | +26.3% | -28.1% | +54.3% | +43.4% |
| 3M | +49.7% | -20.0% | +69.7% | +61.6% |
| 6M | -61.1% | -0.1% | -61.0% | -62.2% |
| YTD | -56.0% | +29.2% | -85.2% | -62.5% |
| 1Y | -66.4% | +36.6% | -103.0% | -72.1% |
| 3Y | -75.8% | +114.0% | -189.8% | -85.2% |
| 5Y | -93.1% | +48.1% | -141.2% | -95.2% |
| All | -91.6% | +75.5% | -167.2% | -94.8% |
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 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