-91.6%
HTZ vs MDY
+46.9%
-138.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.6% | +8.6% | +8.3% |
| 7D | +18.9% | +1.7% | +17.2% | +16.0% |
| 30D | +26.3% | +1.2% | +25.1% | +24.2% |
| 3M | +49.7% | -3.5% | +53.1% | +58.6% |
| 6M | -61.1% | +3.5% | -64.6% | -63.1% |
| YTD | -56.0% | +13.6% | -69.6% | -63.3% |
| 1Y | -66.4% | +17.1% | -83.5% | -73.1% |
| 3Y | -75.8% | +55.6% | -131.3% | -86.8% |
| 5Y | -93.1% | +37.8% | -130.8% | -95.3% |
| All | -91.6% | +46.9% | -138.5% | -94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling