-91.6%
HTZ vs FLR
+164.6%
-256.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.8% | +10.0% | +9.5% |
| 7D | +18.9% | +1.4% | +17.6% | +18.4% |
| 30D | +26.3% | -5.9% | +32.2% | +29.0% |
| 3M | +49.7% | -7.6% | +57.3% | +52.9% |
| 6M | -61.1% | -9.3% | -51.8% | -60.3% |
| YTD | -56.0% | +20.1% | -76.2% | -60.0% |
| 1Y | -66.4% | +3.0% | -69.4% | -67.7% |
| 3Y | -75.8% | +29.9% | -105.6% | -80.2% |
| 5Y | -93.1% | +134.6% | -227.7% | -95.5% |
| All | -91.6% | +164.6% | -256.3% | -94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling