-93.9%
HTZ vs MNDY
-65.0%
-28.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.6% | +7.7% | +9.0% |
| 7D | -27.4% | -19.8% | -7.6% | -24.5% |
| 30D | -11.4% | -8.4% | -3.0% | -9.8% |
| 3M | -33.1% | -11.2% | -21.8% | -32.2% |
| 6M | -73.5% | +0.9% | -74.5% | -74.3% |
| YTD | -68.1% | -47.4% | -20.7% | -65.2% |
| 1Y | -74.3% | -53.0% | -21.3% | -71.4% |
| 3Y | -80.9% | -44.6% | -36.3% | -81.0% |
| 5Y | -93.8% | -78.7% | -15.1% | -93.6% |
| All | -93.9% | -65.0% | -28.9% | -93.3% |
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