-86.5%
HTZ vs USFR
+14.1%
-100.7%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +7.5% | +0.1% | +7.4% | +7.4% |
| 30D | +47.4% | +0.3% | +47.1% | +47.3% |
| 3M | -54.9% | +1.0% | -55.9% | -55.4% |
| 6M | -47.0% | +1.9% | -48.9% | -48.2% |
| YTD | -55.3% | +2.6% | -57.9% | -56.4% |
| 1Y | -57.6% | +4.0% | -61.6% | -60.0% |
| All | -86.5% | +14.1% | -100.7% | -87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling