-91.5%
HTZ vs MLM
+50.8%
-142.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.6% |
| 7D | +7.5% | -2.9% | +10.4% | +9.4% |
| 30D | +47.4% | -6.8% | +54.3% | +53.7% |
| 3M | -54.9% | -11.2% | -43.7% | -52.1% |
| 6M | -47.0% | -21.8% | -25.2% | -38.4% |
| YTD | -55.3% | -17.0% | -38.3% | -50.7% |
| 1Y | -57.6% | -16.4% | -41.3% | -53.7% |
| 3Y | -86.6% | +14.5% | -101.1% | -88.7% |
| 5Y | -86.1% | +41.7% | -127.9% | -90.0% |
| All | -91.5% | +50.8% | -142.3% | -94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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