+180.6%
MAGS vs HTZ
-88.8%
+269.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -20.8% | +15.9% | -4.1% |
| 7D | -4.1% | -7.7% | +3.6% | -3.8% |
| 30D | -9.5% | -13.1% | +3.6% | -9.2% |
| 3M | -2.3% | +14.7% | -17.0% | -3.3% |
| 6M | -0.4% | -70.6% | +70.2% | +3.1% |
| YTD | +1.3% | -65.2% | +66.5% | +3.8% |
| 1Y | +0.4% | -73.2% | +73.5% | +3.6% |
| 3Y | +125.4% | -80.8% | +206.2% | +138.1% |
| All | +180.6% | -88.8% | +269.4% | +223.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling