-55.2%
HTZ vs MULL
+968.6%
-1,023.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +9.1% | -17.5% | -9.2% |
| 7D | -14.6% | -42.7% | +28.1% | -10.9% |
| 30D | -20.8% | -63.8% | +43.0% | -14.7% |
| 3M | -18.8% | -49.0% | +30.2% | -15.4% |
| 6M | -74.7% | -38.2% | -36.5% | -75.4% |
| YTD | -68.1% | +167.0% | -235.1% | -73.7% |
| 1Y | -73.5% | +247.7% | -321.2% | -78.8% |
| All | -55.2% | +968.6% | -1,023.7% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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