-93.9%
HTZ vs MNDY
-60.4%
-33.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -6.3% | -2.1% | -7.3% |
| 7D | -14.6% | -8.0% | -6.6% | -13.2% |
| 30D | -20.8% | +5.3% | -26.1% | -21.4% |
| 3M | -18.8% | +0.4% | -19.2% | -19.5% |
| 6M | -74.7% | +18.9% | -93.6% | -76.2% |
| YTD | -68.1% | -40.4% | -27.7% | -66.0% |
| 1Y | -73.5% | -51.4% | -22.1% | -70.5% |
| 3Y | -81.8% | -32.3% | -49.5% | -82.7% |
| 5Y | -95.2% | -74.9% | -20.3% | -95.0% |
| All | -93.9% | -60.4% | -33.5% | -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