-94.0%
HTZ vs MNDY
-64.0%
-30.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.1% | +8.5% | +1.0% |
| 7D | -16.4% | -16.1% | -0.3% | -13.7% |
| 30D | -15.1% | -10.2% | -5.0% | -13.4% |
| 3M | -28.2% | -14.2% | -14.0% | -26.9% |
| 6M | -73.1% | +10.9% | -84.0% | -74.3% |
| YTD | -68.3% | -45.8% | -22.5% | -65.6% |
| 1Y | -75.2% | -57.8% | -17.4% | -71.8% |
| 3Y | -81.1% | -41.0% | -40.1% | -81.5% |
| 5Y | -95.0% | -82.0% | -13.0% | -94.8% |
| All | -94.0% | -64.0% | -30.0% | -93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 10y: compounded portfolio wealth divided by compounded MNDY 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…
10y analysis · Full analysis span regression · 6 months rolling