+1,071.2%
MOD vs HTZ
-89.5%
+1,160.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +4.1% |
| 7D | +9.6% | +7.5% | +2.1% | +8.6% |
| 30D | 0.0% | +47.4% | -47.4% | -5.7% |
| 3M | -35.4% | -54.9% | +19.5% | -31.0% |
| 6M | -7.3% | -47.0% | +39.7% | -3.2% |
| YTD | +45.8% | -55.3% | +101.1% | +54.4% |
| 1Y | +43.1% | -57.6% | +100.8% | +50.3% |
| 3Y | +297.7% | -86.6% | +384.3% | +371.6% |
| 5Y | +1,478.8% | -86.1% | +1,564.9% | +1,700.1% |
| All | +1,071.2% | -89.5% | +1,160.8% | +1,375.6% |
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