-94.4%
HTZ vs MNDY
-64.9%
-29.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.8% |
| 7D | -8.5% | -11.3% | +2.8% | -6.6% |
| 30D | -18.9% | -10.8% | -8.1% | -17.1% |
| 3M | -36.0% | -17.3% | -18.8% | -34.2% |
| 6M | -74.6% | +15.2% | -89.8% | -76.0% |
| YTD | -70.8% | -47.1% | -23.7% | -68.2% |
| 1Y | -75.3% | -51.4% | -23.9% | -72.6% |
| 3Y | -81.6% | -49.6% | -32.0% | -81.2% |
| 5Y | -94.4% | -78.6% | -15.9% | -94.3% |
| All | -94.4% | -64.9% | -29.6% | -93.9% |
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