-94.4%
HTZ vs FTV
+31.5%
-126.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.9% | -8.9% | -8.7% |
| 7D | -27.5% | +1.4% | -28.9% | -27.8% |
| 30D | -21.9% | +18.3% | -40.2% | -31.4% |
| 3M | -29.2% | +9.8% | -39.1% | -34.3% |
| 6M | -75.2% | +12.3% | -87.5% | -77.7% |
| YTD | -70.8% | +23.1% | -93.9% | -76.1% |
| 1Y | -76.1% | +32.5% | -108.6% | -81.7% |
| 3Y | -82.5% | +38.3% | -120.8% | -87.1% |
| 5Y | -94.1% | +16.8% | -110.9% | -95.3% |
| All | -94.4% | +31.5% | -126.0% | -96.1% |
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