-39.6%
MOD vs HTZ
-72.5%
+32.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -20.8% | +13.5% | -4.6% |
| 7D | -34.2% | -7.7% | -26.4% | -33.8% |
| 30D | -51.9% | -13.1% | -38.8% | -51.3% |
| 3M | -53.0% | +14.7% | -67.8% | -55.3% |
| 6M | -66.4% | -70.6% | +4.3% | -60.8% |
| YTD | -31.5% | -65.2% | +33.6% | -23.8% |
| 1Y | -39.6% | -73.2% | +33.6% | -27.1% |
| All | -39.6% | -72.5% | +32.9% | -27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling