-42.3%
MRNA vs HTZ
-90.6%
+48.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.3% | +1.9% | -2.5% |
| 7D | -10.1% | -10.4% | +0.3% | -8.5% |
| 30D | +126.7% | -2.4% | +129.1% | +127.7% |
| 3M | +184.1% | -60.9% | +245.0% | +214.4% |
| 6M | +143.3% | -50.2% | +193.5% | +156.5% |
| YTD | +359.9% | -59.7% | +419.6% | +399.1% |
| 1Y | +454.2% | -66.0% | +520.2% | +506.8% |
| 3Y | +26.0% | -87.1% | +113.0% | +48.5% |
| 5Y | -70.3% | -86.9% | +16.6% | -61.4% |
| All | -42.3% | -90.6% | +48.3% | -26.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling