-12.7%
MDT vs HTZ
-89.5%
+76.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.1% |
| 7D | +3.2% | +7.5% | -4.3% | +2.9% |
| 30D | +9.5% | +47.4% | -37.9% | +7.2% |
| 3M | +16.0% | -54.9% | +70.9% | +19.0% |
| 6M | +0.2% | -47.0% | +47.2% | +1.5% |
| YTD | -0.3% | -55.3% | +55.0% | +1.8% |
| 1Y | +4.7% | -57.6% | +62.4% | +6.5% |
| 3Y | +26.5% | -86.6% | +113.1% | +36.7% |
| 5Y | -18.2% | -86.1% | +67.9% | -12.8% |
| All | -12.7% | -89.5% | +76.9% | -4.8% |
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