-73.2%
HTZ vs FIGR
-45.4%
-27.8%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -9.2% | -11.6% | -19.7% |
| 7D | -7.7% | -11.4% | +3.7% | -6.3% |
| 30D | -13.1% | -23.6% | +10.5% | -10.8% |
| 3M | +14.7% | -27.3% | +42.0% | +18.0% |
| 6M | -70.6% | -44.0% | -26.6% | -69.4% |
| YTD | -65.2% | -48.8% | -16.4% | -63.6% |
| 1Y | -73.2% | -46.0% | -27.2% | -71.7% |
| All | -73.2% | -45.4% | -27.8% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 1y: compounded portfolio wealth divided by compounded FIGR 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…
1y analysis · Full analysis span regression · 6 months rolling