-86.5%
HTZ vs FLR
+58.4%
-145.0%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.7% | +2.2% |
| 7D | +7.5% | +5.4% | +2.1% | +5.3% |
| 30D | +47.4% | +11.4% | +36.1% | +40.7% |
| 3M | -54.9% | +11.4% | -66.3% | -57.1% |
| 6M | -47.0% | +16.6% | -63.6% | -50.9% |
| YTD | -55.3% | +41.7% | -97.0% | -61.8% |
| 1Y | -57.6% | +35.4% | -93.1% | -63.8% |
| All | -86.5% | +58.4% | -145.0% | -90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling