-94.8%
HTZ vs FLR
+113.3%
-208.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -5.5% | -15.3% | -18.7% |
| 7D | -7.7% | -5.4% | -2.3% | -5.3% |
| 30D | -13.1% | -13.5% | +0.4% | -8.0% |
| 3M | +14.7% | -10.8% | +25.5% | +19.5% |
| 6M | -70.6% | -15.1% | -55.5% | -69.1% |
| YTD | -65.2% | +13.5% | -78.7% | -67.6% |
| 1Y | -73.2% | -5.1% | -68.1% | -73.2% |
| 3Y | -80.8% | +22.7% | -103.5% | -84.1% |
| 5Y | -94.8% | +94.8% | -189.6% | -96.6% |
| All | -94.8% | +113.3% | -208.1% | -96.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling