+14.7%
HTZ vs FLR
-12.8%
+27.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -5.5% | -15.3% | -18.0% |
| 7D | -7.7% | -5.4% | -2.3% | -4.6% |
| 30D | -13.1% | -13.5% | +0.4% | -6.5% |
| 3M | +14.7% | -10.8% | +25.5% | +22.4% |
| All | +14.7% | -12.8% | +27.6% | +22.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling