+7.6%
MSFT vs HTZ
-75.3%
+82.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.4% | +7.4% | -0.7% |
| 7D | +1.7% | -14.6% | +16.3% | +2.3% |
| 30D | +0.2% | -20.8% | +20.9% | +0.8% |
| 3M | +6.4% | -18.8% | +25.2% | +6.6% |
| 6M | +28.7% | -74.7% | +103.4% | +30.4% |
| YTD | +10.4% | -68.1% | +78.5% | +10.9% |
| 1Y | +7.6% | -73.5% | +81.1% | +7.8% |
| All | +7.6% | -75.3% | +82.9% | +7.8% |
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 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