+2.8%
MDLN vs HTZ
-67.8%
+70.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.3% | -6.3% | +2.7% |
| 7D | +4.5% | -27.4% | +31.9% | +5.4% |
| 30D | +17.9% | -11.4% | +29.2% | +18.6% |
| 3M | +20.3% | -33.1% | +53.4% | +21.0% |
| 6M | +7.4% | -73.5% | +80.9% | +11.9% |
| YTD | +0.4% | -68.1% | +68.5% | +3.8% |
| All | +2.8% | -67.8% | +70.7% | +6.5% |
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