+53.8%
MSFT vs HTZ
-81.0%
+134.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -20.8% | +17.2% | -3.2% |
| 7D | +1.1% | -7.7% | +8.8% | +1.3% |
| 30D | +1.3% | -13.1% | +14.4% | +1.5% |
| 3M | +10.2% | +14.7% | -4.6% | +9.6% |
| 6M | +30.8% | -70.6% | +101.4% | +32.6% |
| YTD | +11.5% | -65.2% | +76.7% | +12.6% |
| 1Y | +6.5% | -73.2% | +79.7% | +7.9% |
| All | +53.8% | -81.0% | +134.8% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling