+181.3%
MSTR vs HTZ
-81.0%
+262.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -20.8% | +11.5% | -6.2% |
| 7D | -8.7% | -7.7% | -1.0% | -7.6% |
| 30D | -21.4% | -13.1% | -8.3% | -19.9% |
| 3M | +31.4% | +14.7% | +16.7% | +26.3% |
| 6M | -30.8% | -70.6% | +39.8% | -20.1% |
| YTD | -14.9% | -65.2% | +50.3% | -5.1% |
| 1Y | -49.3% | -73.2% | +23.9% | -41.4% |
| All | +181.3% | -81.0% | +262.3% | +234.7% |
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 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