-1.6%
MRNA vs HTZ
-93.0%
+91.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -6.1% | -0.9% | -6.0% |
| 7D | -4.2% | -14.0% | +9.8% | -2.0% |
| 30D | +7.0% | -19.8% | +26.8% | +10.2% |
| 3M | +263.4% | -45.0% | +308.4% | +293.8% |
| 6M | +334.3% | -73.2% | +407.5% | +404.0% |
| YTD | +684.5% | -70.0% | +754.5% | +783.3% |
| 1Y | +766.2% | -75.7% | +841.9% | +903.8% |
| 3Y | +230.3% | -82.1% | +312.3% | +263.9% |
| 5Y | +0.1% | -94.3% | +94.4% | +21.0% |
| All | -1.6% | -93.0% | +91.4% | +30.8% |
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 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