+9.0%
MSFT vs HTZ
-60.6%
+69.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +9.2% | -2.5% | +6.5% |
| 7D | +4.7% | +18.9% | -14.3% | +4.3% |
| 30D | +5.8% | +26.3% | -20.4% | +5.3% |
| 3M | +13.0% | +49.7% | -36.7% | +11.4% |
| 6M | +34.9% | -61.1% | +96.0% | +35.9% |
| YTD | +15.7% | -56.0% | +71.7% | +15.3% |
| 1Y | +9.0% | -66.4% | +75.4% | +9.1% |
| All | +9.0% | -60.6% | +69.6% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling