-63.6%
HTZ vs FIGR
-36.1%
-27.6%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +4.2% | +5.0% | +9.0% |
| 7D | +18.9% | -1.3% | +20.3% | +19.0% |
| 30D | +26.3% | -17.6% | +43.9% | +27.3% |
| 3M | +49.7% | -16.7% | +66.4% | +50.9% |
| 6M | -61.1% | -36.1% | -25.0% | -60.6% |
| YTD | -56.0% | -43.6% | -12.4% | -54.5% |
| 1Y | -66.4% | -39.8% | -26.6% | -64.5% |
| All | -63.6% | -36.1% | -27.6% | -62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling