-91.5%
HTZ vs MDY
+48.9%
-140.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.1% |
| 7D | +7.5% | +0.1% | +7.3% | +7.2% |
| 30D | +47.4% | -1.5% | +48.9% | +50.8% |
| 3M | -54.9% | +0.8% | -55.7% | -55.7% |
| 6M | -47.0% | +7.4% | -54.4% | -52.3% |
| YTD | -55.3% | +15.2% | -70.4% | -63.6% |
| 1Y | -57.6% | +16.5% | -74.2% | -66.3% |
| 3Y | -86.6% | +46.8% | -133.4% | -92.1% |
| 5Y | -86.1% | +46.0% | -132.2% | -91.2% |
| All | -91.5% | +48.9% | -140.4% | -94.8% |
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