-93.8%
HTZ vs MDY
+37.8%
-131.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.8% | +8.5% | +8.1% |
| 7D | -27.4% | +0.2% | -27.6% | -26.9% |
| 30D | -11.4% | +2.1% | -13.5% | -13.1% |
| 3M | -33.1% | -3.6% | -29.4% | -28.3% |
| 6M | -73.5% | +1.7% | -75.2% | -74.0% |
| YTD | -68.1% | +13.8% | -81.9% | -73.2% |
| 1Y | -74.3% | +15.5% | -89.8% | -78.8% |
| 3Y | -80.9% | +58.3% | -139.2% | -89.7% |
| 5Y | -93.8% | +37.4% | -131.2% | -95.7% |
| All | -93.8% | +37.8% | -131.6% | -95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling