-91.5%
HTZ vs USFD
+170.0%
-261.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +7.5% | -3.0% | +10.5% | +9.3% |
| 30D | +47.4% | +3.5% | +43.9% | +45.9% |
| 3M | -54.9% | +26.6% | -81.5% | -61.1% |
| 6M | -47.0% | +11.7% | -58.7% | -50.7% |
| YTD | -55.3% | +38.1% | -93.4% | -64.1% |
| 1Y | -57.6% | +33.4% | -91.0% | -65.3% |
| 3Y | -86.6% | +155.8% | -242.4% | -93.0% |
| 5Y | -86.1% | +214.0% | -300.2% | -94.0% |
| All | -91.5% | +170.0% | -261.4% | -95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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