-80.2%
HTZ vs FTV
+33.3%
-113.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -4.3% | -16.5% | -17.3% |
| 7D | -7.7% | -0.6% | -7.1% | -6.3% |
| 30D | -13.1% | +13.0% | -26.1% | -20.3% |
| 3M | +14.7% | +6.8% | +8.0% | +9.6% |
| 6M | -70.6% | +8.0% | -78.6% | -72.6% |
| YTD | -65.2% | +18.9% | -84.1% | -70.7% |
| 1Y | -73.2% | +30.8% | -104.0% | -79.5% |
| All | -80.2% | +33.3% | -113.4% | -86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling