-94.0%
HTZ vs MOH
-19.9%
-74.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.2% |
| 7D | -16.4% | -2.4% | -14.0% | -15.8% |
| 30D | -15.1% | +3.3% | -18.4% | -15.1% |
| 3M | -28.2% | +3.5% | -31.7% | -28.3% |
| 6M | -73.1% | +9.4% | -82.4% | -73.5% |
| YTD | -68.3% | +17.2% | -85.5% | -69.7% |
| 1Y | -75.2% | +33.7% | -109.0% | -77.0% |
| 3Y | -81.1% | -42.3% | -38.8% | -80.0% |
| 5Y | -95.0% | -33.4% | -61.6% | -95.1% |
| All | -94.0% | -19.9% | -74.1% | -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