+12.4%
MCHP vs HTZ
-89.5%
+101.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.3% |
| 7D | +1.7% | +7.5% | -5.8% | +0.7% |
| 30D | -4.1% | +47.4% | -51.5% | -10.2% |
| 3M | -22.5% | -54.9% | +32.4% | -16.3% |
| 6M | +7.3% | -47.0% | +54.3% | +11.8% |
| YTD | +18.4% | -55.3% | +73.6% | +26.1% |
| 1Y | +18.1% | -57.6% | +75.8% | +24.4% |
| 3Y | -2.8% | -86.6% | +83.8% | +18.8% |
| 5Y | +5.5% | -86.1% | +91.6% | +27.9% |
| All | +12.4% | -89.5% | +101.9% | +44.4% |
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