+64.6%
MGY vs HTZ
-92.5%
+157.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.4% | +9.0% | +1.3% |
| 7D | -10.7% | -14.6% | +3.9% | -9.9% |
| 30D | -2.7% | -20.8% | +18.1% | -1.4% |
| 3M | -3.7% | -18.8% | +15.1% | -3.3% |
| 6M | -16.3% | -74.7% | +58.4% | -8.1% |
| YTD | +10.2% | -68.1% | +78.3% | +16.3% |
| 1Y | +13.5% | -73.5% | +87.0% | +22.0% |
| 3Y | +14.6% | -81.8% | +96.5% | +18.8% |
| 5Y | +27.3% | -95.2% | +122.5% | +57.6% |
| All | +64.6% | -92.5% | +157.2% | +94.8% |
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