-93.4%
HTZ vs USFR
+21.3%
-114.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | 0.0% | -20.8% | -20.7% |
| 7D | -7.7% | +0.1% | -7.8% | -7.4% |
| 30D | -13.1% | +0.4% | -13.5% | -12.1% |
| 3M | +14.7% | +1.1% | +13.7% | +18.2% |
| 6M | -70.6% | +2.0% | -72.6% | -69.0% |
| YTD | -65.2% | +3.4% | -68.6% | -61.9% |
| 1Y | -73.2% | +4.1% | -77.3% | -70.1% |
| 3Y | -80.8% | +14.4% | -95.2% | -68.4% |
| 5Y | -94.8% | +21.3% | -116.1% | -87.2% |
| All | -93.4% | +21.3% | -114.7% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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