+59.0%
MGY vs HTZ
-92.6%
+151.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -4.2% |
| 7D | -9.5% | -16.4% | +6.9% | -8.5% |
| 30D | -5.9% | -15.1% | +9.2% | -5.2% |
| 3M | -9.0% | -28.2% | +19.2% | -7.5% |
| 6M | -16.7% | -73.1% | +56.3% | -9.1% |
| YTD | +6.4% | -68.3% | +74.7% | +12.4% |
| 1Y | +6.8% | -75.2% | +82.0% | +15.8% |
| 3Y | +16.5% | -81.1% | +97.7% | +19.9% |
| 5Y | +21.2% | -95.0% | +116.2% | +49.5% |
| All | +59.0% | -92.6% | +151.5% | +88.2% |
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