+183.5%
MAGS vs HTZ
-89.7%
+273.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.4% | +9.4% | +1.3% |
| 7D | -1.4% | -14.6% | +13.2% | -0.8% |
| 30D | -8.4% | -20.8% | +12.4% | -7.7% |
| 3M | -1.5% | -18.8% | +17.3% | -1.2% |
| 6M | -1.4% | -74.7% | +73.3% | +2.6% |
| YTD | +2.4% | -68.1% | +70.5% | +5.2% |
| 1Y | +3.5% | -73.5% | +77.0% | +7.0% |
| 3Y | +125.3% | -81.8% | +207.1% | +137.3% |
| All | +183.5% | -89.7% | +273.2% | +227.9% |
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