-93.1%
HTZ vs FTV
+20.5%
-113.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.3% | +6.9% | +7.3% |
| 7D | +18.9% | +6.6% | +12.3% | +13.1% |
| 30D | +26.3% | +19.1% | +7.2% | +9.5% |
| 3M | +49.7% | +13.1% | +36.6% | +34.7% |
| 6M | -61.1% | +14.0% | -75.1% | -65.7% |
| YTD | -56.0% | +24.2% | -80.2% | -64.6% |
| 1Y | -66.4% | +36.4% | -102.8% | -75.2% |
| 3Y | -75.8% | +39.3% | -115.1% | -82.4% |
| 5Y | -93.1% | +18.7% | -111.8% | -94.7% |
| All | -93.1% | +20.5% | -113.6% | -94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling