-93.1%
HTZ vs FIVE
+23.2%
-116.2%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +6.7% | +2.5% | +6.3% |
| 7D | +18.9% | +7.5% | +11.5% | +15.4% |
| 30D | +26.3% | +16.7% | +9.5% | +17.7% |
| 3M | +49.7% | +13.4% | +36.3% | +41.6% |
| 6M | -61.1% | +9.0% | -70.1% | -63.1% |
| YTD | -56.0% | +33.8% | -89.8% | -62.0% |
| 1Y | -66.4% | +61.2% | -127.6% | -73.3% |
| 3Y | -75.8% | +42.1% | -117.9% | -81.7% |
| 5Y | -93.1% | +21.4% | -114.5% | -94.6% |
| All | -93.1% | +23.2% | -116.2% | -94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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