-8.6%
MCHP vs HTZ
-93.2%
+84.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.0% | +6.1% | -0.8% |
| 7D | -22.6% | -27.5% | +5.0% | -18.9% |
| 30D | -20.1% | -21.9% | +1.7% | -17.4% |
| 3M | -25.4% | -29.2% | +3.8% | -22.6% |
| 6M | -38.4% | -75.2% | +36.8% | -28.1% |
| YTD | -3.7% | -70.8% | +67.1% | +8.4% |
| 1Y | +11.7% | -76.1% | +87.8% | +29.2% |
| 3Y | -16.1% | -82.5% | +66.4% | -7.3% |
| 5Y | -16.9% | -94.1% | +77.2% | +10.6% |
| All | -8.6% | -93.2% | +84.6% | +24.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling