-93.9%
HTZ vs FND
-51.3%
-42.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.4% | -8.0% | -8.2% |
| 7D | -14.6% | +7.7% | -22.3% | -17.2% |
| 30D | -20.8% | +11.9% | -32.6% | -24.8% |
| 3M | -18.8% | -14.6% | -4.2% | -12.3% |
| 6M | -74.7% | +0.5% | -75.1% | -76.3% |
| YTD | -68.1% | -15.8% | -52.3% | -67.3% |
| 1Y | -73.5% | -12.9% | -60.6% | -73.3% |
| 3Y | -81.8% | -34.2% | -47.7% | -79.5% |
| 5Y | -95.2% | -61.6% | -33.7% | -93.3% |
| All | -93.9% | -51.3% | -42.6% | -93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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