-51.1%
HTZ vs MULL
+879.3%
-930.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -34.2% | +13.4% | -17.8% |
| 7D | -7.7% | -53.1% | +45.3% | -2.1% |
| 30D | -13.1% | -64.1% | +51.0% | -6.2% |
| 3M | +14.7% | -54.6% | +69.3% | +20.8% |
| 6M | -70.6% | -38.7% | -31.9% | -71.4% |
| YTD | -65.2% | +144.7% | -209.9% | -71.0% |
| 1Y | -73.2% | +220.3% | -293.5% | -78.4% |
| All | -51.1% | +879.3% | -930.4% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling