-94.8%
HTZ vs MDY
+31.3%
-126.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -3.9% | -16.9% | -14.6% |
| 7D | -7.7% | -3.4% | -4.3% | -1.2% |
| 30D | -13.1% | -3.2% | -9.9% | -7.4% |
| 3M | +14.7% | -6.7% | +21.4% | +29.8% |
| 6M | -70.6% | -1.8% | -68.8% | -69.4% |
| YTD | -65.2% | +9.2% | -74.3% | -68.7% |
| 1Y | -73.2% | +11.7% | -84.9% | -76.6% |
| 3Y | -80.8% | +49.5% | -130.3% | -88.7% |
| 5Y | -94.8% | +31.2% | -126.0% | -96.0% |
| All | -94.8% | +31.3% | -126.1% | -96.0% |
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