+150.5%
MS vs HTZ
-89.7%
+240.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.2% | -4.9% | +3.4% |
| 7D | +2.6% | +18.9% | -16.3% | +0.9% |
| 30D | +2.6% | +26.3% | -23.6% | +0.1% |
| 3M | -10.1% | +49.7% | -59.8% | -14.6% |
| 6M | +4.4% | -61.1% | +65.5% | +11.4% |
| YTD | +11.7% | -56.0% | +67.8% | +16.7% |
| 1Y | +20.9% | -66.4% | +87.4% | +29.4% |
| 3Y | +177.1% | -75.8% | +252.9% | +189.8% |
| 5Y | +127.7% | -93.1% | +220.8% | +170.3% |
| All | +150.5% | -89.7% | +240.2% | +199.8% |
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