-22.7%
MOS vs HTZ
-89.7%
+67.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +9.2% | +8.2% | +16.5% |
| 7D | +17.9% | +18.9% | -1.0% | +16.0% |
| 30D | +1.6% | +26.3% | -24.7% | -1.0% |
| 3M | -4.0% | +49.7% | -53.7% | -9.0% |
| 6M | -4.1% | -61.1% | +57.0% | +2.8% |
| YTD | -7.8% | -56.0% | +48.2% | -3.6% |
| 1Y | -15.6% | -66.4% | +50.8% | -9.3% |
| 3Y | -28.9% | -75.8% | +46.9% | -25.6% |
| 5Y | -36.8% | -93.1% | +56.3% | -21.6% |
| All | -22.7% | -89.7% | +67.0% | -8.8% |
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