-80.2%
HTZ vs FND
-36.5%
-43.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -3.6% | -17.2% | -19.1% |
| 7D | -7.7% | +2.2% | -10.0% | -8.4% |
| 30D | -13.1% | +9.6% | -22.7% | -16.5% |
| 3M | +14.7% | -17.9% | +32.6% | +25.0% |
| 6M | -70.6% | +6.6% | -77.2% | -73.3% |
| YTD | -65.2% | -15.5% | -49.7% | -64.1% |
| 1Y | -73.2% | -16.2% | -57.0% | -72.2% |
| All | -80.2% | -36.5% | -43.7% | -81.8% |
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