-94.4%
HTZ vs USFR
+21.4%
-115.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | 0.0% | -8.0% | -7.8% |
| 7D | -27.5% | +0.1% | -27.6% | -27.3% |
| 30D | -21.9% | +0.4% | -22.3% | -20.9% |
| 3M | -29.2% | +1.1% | -30.3% | -27.1% |
| 6M | -75.2% | +2.1% | -77.3% | -73.8% |
| YTD | -70.8% | +3.4% | -74.3% | -68.0% |
| 1Y | -76.1% | +4.1% | -80.2% | -73.3% |
| 3Y | -82.5% | +14.4% | -96.9% | -71.2% |
| 5Y | -94.1% | +21.4% | -115.5% | -85.5% |
| All | -94.4% | +21.4% | -115.8% | -86.3% |
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