-93.9%
HTZ vs FIVN
-84.6%
-9.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -17.6% | +9.3% | -4.6% |
| 7D | -14.6% | -22.6% | +8.0% | -9.7% |
| 30D | -20.8% | -16.8% | -4.0% | -17.7% |
| 3M | -18.8% | -0.9% | -17.9% | -19.8% |
| 6M | -74.7% | +28.4% | -103.1% | -77.0% |
| YTD | -68.1% | +40.2% | -108.3% | -72.5% |
| 1Y | -73.5% | +30.5% | -104.0% | -76.8% |
| 3Y | -81.8% | -56.2% | -25.6% | -79.2% |
| 5Y | -95.2% | -81.0% | -14.2% | -94.1% |
| All | -93.9% | -84.6% | -9.4% | -92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 10y: compounded portfolio wealth divided by compounded FIVN 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…
10y analysis · Full analysis span regression · 6 months rolling