+138.0%
MO vs HTZ
-92.5%
+230.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.4% | +6.5% | -1.8% |
| 7D | -2.4% | -14.6% | +12.1% | -2.3% |
| 30D | +9.7% | -20.8% | +30.5% | +10.0% |
| 3M | +14.1% | -18.8% | +33.0% | +14.3% |
| 6M | +11.9% | -74.7% | +86.6% | +14.1% |
| YTD | +38.4% | -68.1% | +106.5% | +40.2% |
| 1Y | +41.9% | -73.5% | +115.4% | +44.3% |
| 3Y | +134.5% | -81.8% | +216.3% | +139.3% |
| 5Y | +147.3% | -95.2% | +242.5% | +160.4% |
| All | +138.0% | -92.5% | +230.5% | +152.8% |
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