+62.2%
MSFT vs HTZ
-94.3%
+156.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.1% | +6.5% | +0.7% |
| 7D | -2.4% | -14.0% | +11.6% | -1.6% |
| 30D | -3.8% | -19.8% | +16.0% | -2.7% |
| 3M | +6.4% | -45.0% | +51.4% | +9.5% |
| 6M | +28.8% | -73.2% | +102.0% | +36.7% |
| YTD | +8.8% | -70.0% | +78.9% | +13.8% |
| 1Y | +3.2% | -75.7% | +78.9% | +9.2% |
| 3Y | +44.8% | -82.1% | +126.8% | +52.8% |
| All | +62.2% | -94.3% | +156.4% | +105.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling