-94.0%
HTZ vs MDY
+46.5%
-140.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -5.5% |
| 7D | -16.4% | +0.7% | -17.1% | -16.4% |
| 30D | -15.1% | +1.3% | -16.4% | -15.8% |
| 3M | -28.2% | -4.1% | -24.1% | -22.5% |
| 6M | -73.1% | +1.0% | -74.0% | -73.3% |
| YTD | -68.3% | +13.3% | -81.6% | -73.2% |
| 1Y | -75.2% | +15.7% | -91.0% | -79.7% |
| 3Y | -81.1% | +59.6% | -140.7% | -90.0% |
| 5Y | -95.0% | +36.3% | -131.3% | -96.5% |
| All | -94.0% | +46.5% | -140.5% | -96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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