-74.9%
HTZ vs FND
-34.1%
-40.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +10.9% | -1.7% | +4.2% |
| 7D | +18.9% | +12.3% | +6.6% | +12.6% |
| 30D | +26.3% | +14.7% | +11.5% | +18.4% |
| 3M | +49.7% | -12.0% | +61.7% | +57.3% |
| 6M | -61.1% | +10.8% | -71.9% | -65.4% |
| YTD | -56.0% | -12.3% | -43.7% | -55.6% |
| 1Y | -66.4% | -13.4% | -53.0% | -65.8% |
| All | -74.9% | -34.1% | -40.9% | -77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling