+101.3%
MNST vs HTZ
-95.4%
+196.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -8.4% | +4.0% | -4.0% |
| 7D | -3.4% | -14.6% | +11.2% | -2.9% |
| 30D | +6.6% | -20.8% | +27.4% | +7.5% |
| 3M | -2.9% | -18.8% | +15.9% | -2.6% |
| 6M | +18.4% | -74.7% | +93.1% | +24.5% |
| YTD | +19.3% | -68.1% | +87.4% | +23.1% |
| 1Y | +37.9% | -73.5% | +111.4% | +43.7% |
| 3Y | +62.9% | -81.8% | +144.7% | +69.0% |
| All | +101.3% | -95.4% | +196.7% | +134.5% |
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 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