-9.6%
MOS vs HTZ
-85.9%
+76.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.3% |
| 7D | +9.5% | +7.5% | +2.1% | +8.8% |
| 30D | +10.4% | +47.4% | -37.0% | +5.3% |
| 3M | +12.9% | -54.9% | +67.8% | +19.5% |
| 6M | +1.2% | -47.0% | +48.2% | +4.3% |
| YTD | +9.3% | -55.3% | +64.6% | +14.4% |
| 1Y | -18.0% | -57.6% | +39.7% | -14.8% |
| 3Y | -29.0% | -86.6% | +57.6% | -15.0% |
| All | -9.6% | -85.9% | +76.3% | +5.0% |
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