-90.1%
HTZ vs FRSH
-72.0%
-18.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -4.6% | -3.7% | -7.3% |
| 7D | -14.6% | -17.7% | +3.1% | -10.5% |
| 30D | -20.8% | -11.0% | -9.8% | -18.6% |
| 3M | -18.8% | +4.5% | -23.3% | -20.3% |
| 6M | -74.7% | +36.2% | -110.9% | -77.3% |
| YTD | -68.1% | -1.1% | -67.0% | -69.2% |
| 1Y | -73.5% | +11.6% | -85.1% | -75.2% |
| 3Y | -81.8% | -33.9% | -47.9% | -81.1% |
| 5Y | -95.2% | -68.4% | -26.9% | -95.0% |
| All | -90.1% | -72.0% | -18.1% | -89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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