-93.4%
HTZ vs FTV
+27.0%
-120.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -4.3% | -16.5% | -17.3% |
| 7D | -7.7% | -0.6% | -7.1% | -6.4% |
| 30D | -13.1% | +13.0% | -26.1% | -20.7% |
| 3M | +14.7% | +6.8% | +8.0% | +9.2% |
| 6M | -70.6% | +8.0% | -78.6% | -72.7% |
| YTD | -65.2% | +18.9% | -84.1% | -70.6% |
| 1Y | -73.2% | +30.8% | -104.0% | -79.3% |
| 3Y | -80.8% | +33.4% | -114.2% | -85.4% |
| 5Y | -94.8% | +12.7% | -107.5% | -95.7% |
| All | -93.4% | +27.0% | -120.4% | -95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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