-90.9%
HTZ vs FRSH
-72.5%
-18.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.1% | -6.9% | -7.7% |
| 7D | -27.5% | -16.0% | -11.5% | -24.4% |
| 30D | -21.9% | -14.7% | -7.2% | -18.9% |
| 3M | -29.2% | -0.8% | -28.4% | -29.7% |
| 6M | -75.2% | +34.5% | -109.7% | -77.7% |
| YTD | -70.8% | -3.0% | -67.8% | -71.7% |
| 1Y | -76.1% | +4.9% | -81.0% | -77.3% |
| 3Y | -82.5% | -31.9% | -50.6% | -82.0% |
| 5Y | -94.1% | -68.7% | -25.4% | -93.8% |
| All | -90.9% | -72.5% | -18.4% | -90.0% |
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