-93.9%
HTZ vs MOH
-17.7%
-76.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -3.5% | -4.8% | -7.9% |
| 7D | -14.6% | +2.1% | -16.6% | -14.5% |
| 30D | -20.8% | +7.3% | -28.0% | -21.2% |
| 3M | -18.8% | +8.9% | -27.7% | -19.4% |
| 6M | -74.7% | +5.8% | -80.5% | -75.0% |
| YTD | -68.1% | +20.4% | -88.5% | -69.6% |
| 1Y | -73.5% | +42.1% | -115.5% | -75.7% |
| 3Y | -81.8% | -40.0% | -41.8% | -80.9% |
| 5Y | -95.2% | -31.3% | -63.9% | -95.4% |
| All | -93.9% | -17.7% | -76.2% | -94.6% |
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