-12.6%
MDB vs HTZ
-92.5%
+79.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -8.4% | +11.1% | +3.9% |
| 7D | -11.4% | -14.6% | +3.2% | -9.6% |
| 30D | -13.8% | -20.8% | +6.9% | -11.4% |
| 3M | -15.5% | -18.8% | +3.4% | -14.5% |
| 6M | +17.9% | -74.7% | +92.6% | +38.4% |
| YTD | -25.5% | -68.1% | +42.6% | -17.7% |
| 1Y | -12.1% | -73.5% | +61.4% | 0.0% |
| 3Y | -5.9% | -81.8% | +75.9% | +2.6% |
| 5Y | -43.7% | -95.2% | +51.5% | -14.6% |
| All | -12.6% | -92.5% | +79.9% | +30.7% |
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