-94.3%
HTZ vs MOH
-17.3%
-77.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.3% | -6.4% | -6.1% |
| 7D | -14.0% | -3.1% | -10.8% | -13.5% |
| 30D | -19.8% | +0.2% | -20.0% | -19.6% |
| 3M | -45.0% | +1.8% | -46.8% | -45.0% |
| 6M | -73.2% | +9.5% | -82.8% | -73.7% |
| YTD | -70.0% | +20.9% | -91.0% | -71.5% |
| 1Y | -75.7% | +48.8% | -124.5% | -78.0% |
| 3Y | -82.1% | -41.4% | -40.7% | -81.0% |
| 5Y | -94.3% | -33.0% | -61.3% | -94.4% |
| All | -94.3% | -17.3% | -77.0% | -94.9% |
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