-32.2%
MOS vs HTZ
-94.7%
+62.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -20.8% | +24.1% | +5.3% |
| 7D | +22.5% | -7.7% | +30.2% | +23.1% |
| 30D | +6.6% | -13.1% | +19.7% | +7.6% |
| 3M | -3.8% | +14.7% | -18.5% | -6.8% |
| 6M | -2.2% | -70.6% | +68.4% | +7.8% |
| YTD | -4.8% | -65.2% | +60.4% | +1.7% |
| 1Y | -11.7% | -73.2% | +61.5% | -3.1% |
| 3Y | -26.5% | -80.8% | +54.3% | -20.1% |
| 5Y | -32.2% | -94.8% | +62.6% | -6.3% |
| All | -32.2% | -94.7% | +62.5% | -6.3% |
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