+493.0%
MOD vs HTZ
-89.7%
+582.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +9.2% | -30.6% | -22.5% |
| 7D | -31.3% | +18.9% | -50.3% | -33.0% |
| 30D | -46.1% | +26.3% | -72.4% | -47.9% |
| 3M | -51.1% | +49.7% | -100.8% | -54.3% |
| 6M | -62.1% | -61.1% | -1.0% | -59.0% |
| YTD | -26.2% | -56.0% | +29.9% | -22.1% |
| 1Y | -32.6% | -66.4% | +33.9% | -26.8% |
| 3Y | +133.8% | -75.8% | +209.6% | +143.7% |
| 5Y | +792.8% | -93.1% | +885.8% | +981.6% |
| All | +493.0% | -89.7% | +582.7% | +644.1% |
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 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