-89.2%
HTZ vs FRSH
-70.6%
-18.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -4.2% | -16.6% | -19.8% |
| 7D | -7.7% | -15.4% | +7.7% | -4.1% |
| 30D | -13.1% | -7.7% | -5.4% | -11.5% |
| 3M | +14.7% | +10.2% | +4.5% | +11.1% |
| 6M | -70.6% | +38.2% | -108.8% | -73.7% |
| YTD | -65.2% | +3.7% | -68.8% | -66.7% |
| 1Y | -73.2% | +14.8% | -88.0% | -75.1% |
| 3Y | -80.8% | -33.2% | -47.7% | -80.1% |
| 5Y | -94.8% | -66.8% | -28.0% | -94.6% |
| All | -89.2% | -70.6% | -18.5% | -88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling