-93.9%
HTZ vs FLR
+158.4%
-252.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +3.3% | -11.7% | -9.6% |
| 7D | -14.6% | -0.8% | -13.8% | -14.0% |
| 30D | -20.8% | -9.1% | -11.7% | -17.8% |
| 3M | -18.8% | -4.7% | -14.2% | -17.4% |
| 6M | -74.7% | -14.2% | -60.4% | -73.6% |
| YTD | -68.1% | +17.3% | -85.4% | -70.6% |
| 1Y | -73.5% | +4.3% | -77.7% | -74.5% |
| 3Y | -81.8% | +30.7% | -112.6% | -85.1% |
| 5Y | -95.2% | +101.3% | -196.5% | -96.8% |
| All | -93.9% | +158.4% | -252.3% | -96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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