-17.3%
MCHP vs HTZ
-94.4%
+77.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.3% |
| 7D | +5.7% | -8.5% | +14.2% | +7.0% |
| 30D | -13.4% | -18.9% | +5.5% | -10.9% |
| 3M | -20.1% | -36.0% | +15.9% | -15.4% |
| 6M | -35.5% | -74.6% | +39.1% | -24.4% |
| YTD | -1.6% | -70.8% | +69.3% | +11.3% |
| 1Y | +15.5% | -75.3% | +90.8% | +33.6% |
| 3Y | -13.2% | -81.6% | +68.4% | -3.6% |
| All | -17.3% | -94.4% | +77.1% | +19.9% |
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