-4.7%
MP vs HTZ
-89.7%
+85.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +9.2% | -14.3% | -7.2% |
| 7D | -12.5% | +18.9% | -31.5% | -16.2% |
| 30D | -23.3% | +26.3% | -49.6% | -28.0% |
| 3M | -24.4% | +49.7% | -74.0% | -33.8% |
| 6M | -45.8% | -61.1% | +15.3% | -36.5% |
| YTD | -28.9% | -56.0% | +27.1% | -21.2% |
| 1Y | -34.6% | -66.4% | +31.8% | -22.7% |
| 3Y | +118.7% | -75.8% | +194.5% | +142.2% |
| 5Y | -3.1% | -93.1% | +90.0% | +47.8% |
| All | -4.7% | -89.7% | +85.0% | +37.9% |
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