+92.1%
MSFT vs HTZ
-89.5%
+181.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.4% | -2.1% |
| 7D | -2.7% | +7.5% | -10.2% | -3.1% |
| 30D | +2.7% | +47.4% | -44.7% | -0.1% |
| 3M | +17.0% | -54.9% | +71.9% | +20.6% |
| 6M | +23.8% | -47.0% | +70.8% | +25.6% |
| YTD | +4.0% | -55.3% | +59.2% | +6.4% |
| 1Y | -0.8% | -57.6% | +56.8% | +1.0% |
| 3Y | +55.6% | -86.6% | +142.2% | +77.6% |
| 5Y | +72.9% | -86.1% | +159.0% | +100.5% |
| All | +92.1% | -89.5% | +181.6% | +119.8% |
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