-37.2%
HTZ vs MULL
+2,561.4%
-2,598.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +11.8% | -10.5% | +0.4% |
| 7D | +7.5% | +17.3% | -9.8% | +6.1% |
| 30D | +47.4% | +23.5% | +23.9% | +44.4% |
| 3M | -54.9% | -24.0% | -30.9% | -55.6% |
| 6M | -47.0% | +276.7% | -323.7% | -56.3% |
| YTD | -55.3% | +565.1% | -620.3% | -65.4% |
| 1Y | -57.6% | +2,802.6% | -2,860.2% | -73.2% |
| All | -37.2% | +2,561.4% | -2,598.5% | -64.0% |
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