+103.9%
MNST vs HTZ
-93.2%
+197.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.6% | +2.1% |
| 7D | +1.6% | -8.5% | +10.2% | +2.0% |
| 30D | +5.1% | -18.9% | +24.0% | +5.8% |
| 3M | -0.5% | -36.0% | +35.6% | +1.1% |
| 6M | +8.1% | -74.6% | +82.7% | +13.3% |
| YTD | +21.2% | -70.8% | +92.0% | +25.4% |
| 1Y | +30.7% | -75.3% | +106.0% | +36.3% |
| 3Y | +67.3% | -81.6% | +148.9% | +70.7% |
| 5Y | +101.9% | -94.4% | +196.3% | +123.6% |
| All | +103.9% | -93.2% | +197.1% | +125.5% |
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