-87.6%
HTZ vs FGI
-70.3%
-17.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -5.0% | +14.2% | +9.2% |
| 7D | +18.9% | +3.3% | +15.6% | +18.9% |
| 30D | +26.3% | -2.0% | +28.3% | +26.2% |
| 3M | +49.7% | +60.3% | -10.6% | +47.8% |
| 6M | -61.1% | +0.7% | -61.8% | -61.0% |
| YTD | -56.0% | +30.2% | -86.2% | -57.0% |
| 1Y | -66.4% | +44.4% | -110.8% | -67.5% |
| 3Y | -75.8% | -0.4% | -75.4% | -77.4% |
| All | -87.6% | -70.3% | -17.3% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 5y: compounded portfolio wealth divided by compounded FGI 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…
5y analysis · Full analysis span regression · 6 months rolling