+84.2%
MNST vs HTZ
-85.9%
+170.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.6% |
| 7D | -6.5% | +7.5% | -14.0% | -6.8% |
| 30D | -7.2% | +47.4% | -54.7% | -9.3% |
| 3M | -1.0% | -54.9% | +53.9% | +1.5% |
| 6M | +11.5% | -47.0% | +58.5% | +12.8% |
| YTD | +14.3% | -55.3% | +69.6% | +16.5% |
| 1Y | +38.1% | -57.6% | +95.8% | +40.4% |
| 3Y | +55.0% | -86.6% | +141.6% | +69.7% |
| All | +84.2% | -85.9% | +170.0% | +98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling