-38.3%
HTZ vs MULL
+1,389.1%
-1,427.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -13.8% | +22.9% | +10.2% |
| 7D | +18.9% | -35.9% | +54.9% | +22.6% |
| 30D | +26.3% | -47.3% | +73.6% | +31.7% |
| 3M | +49.7% | -30.6% | +80.2% | +51.8% |
| 6M | -61.1% | +13.7% | -74.8% | -64.2% |
| YTD | -56.0% | +272.1% | -328.1% | -64.8% |
| 1Y | -66.4% | +475.1% | -541.5% | -74.3% |
| All | -38.3% | +1,389.1% | -1,427.3% | -63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling