-76.1%
HTZ vs MULL
+251.4%
-327.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.5% | -5.5% | -7.7% |
| 7D | -27.5% | -32.2% | +4.7% | -25.3% |
| 30D | -21.9% | -55.4% | +33.5% | -17.1% |
| 3M | -29.2% | -41.3% | +12.0% | -27.1% |
| 6M | -75.2% | -44.9% | -30.3% | -75.8% |
| YTD | -70.8% | +192.4% | -263.2% | -78.3% |
| 1Y | -76.1% | +239.4% | -315.5% | -82.7% |
| All | -76.1% | +251.4% | -327.5% | -82.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling