-94.4%
HTZ vs MOH
-17.5%
-77.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | -8.5% | +0.2% | -8.8% | -8.6% |
| 30D | -18.9% | +0.1% | -19.1% | -18.7% |
| 3M | -36.0% | +1.8% | -37.9% | -36.0% |
| 6M | -74.6% | +9.1% | -83.7% | -75.0% |
| YTD | -70.8% | +20.7% | -91.5% | -72.2% |
| 1Y | -75.3% | +51.3% | -126.6% | -77.7% |
| 3Y | -81.6% | -42.0% | -39.6% | -80.4% |
| 5Y | -94.4% | -33.1% | -61.3% | -94.6% |
| All | -94.4% | -17.5% | -77.0% | -95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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