-87.4%
HTZ vs FGI
-70.4%
-17.0%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.5% | -6.2% | +1.3% |
| 7D | +7.5% | +0.5% | +6.9% | +7.5% |
| 30D | +47.4% | +65.4% | -18.0% | +45.5% |
| 3M | -54.9% | +23.5% | -78.4% | -55.0% |
| 6M | -47.0% | +60.5% | -107.5% | -48.5% |
| YTD | -55.3% | +30.0% | -85.3% | -56.3% |
| 1Y | -57.6% | +82.1% | -139.7% | -60.6% |
| 3Y | -86.6% | -4.4% | -82.2% | -87.4% |
| All | -87.4% | -70.4% | -17.0% | -87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling