+187.8%
MAGS vs HTZ
-90.6%
+278.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.0% | +7.2% | -0.5% |
| 7D | -0.3% | -27.5% | +27.3% | +0.9% |
| 30D | -7.1% | -21.9% | +14.8% | -6.3% |
| 3M | -0.7% | -29.2% | +28.5% | +0.2% |
| 6M | -1.5% | -75.2% | +73.7% | +2.5% |
| YTD | +3.9% | -70.8% | +74.7% | +7.1% |
| 1Y | +3.1% | -76.1% | +79.2% | +6.9% |
| 3Y | +121.6% | -82.5% | +204.1% | +132.1% |
| All | +187.8% | -90.6% | +278.4% | +233.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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