+98.7%
MSTR vs HTZ
-91.9%
+190.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -20.8% | +11.5% | -4.5% |
| 7D | -8.7% | -7.7% | -1.0% | -7.2% |
| 30D | -21.4% | -13.1% | -8.3% | -19.2% |
| 3M | +31.4% | +14.7% | +16.7% | +22.8% |
| 6M | -30.8% | -70.6% | +39.8% | -13.7% |
| YTD | -14.9% | -65.2% | +50.3% | -0.3% |
| 1Y | -49.3% | -73.2% | +23.9% | -36.8% |
| 3Y | +184.8% | -80.8% | +265.6% | +229.1% |
| 5Y | +62.1% | -94.8% | +156.9% | +173.4% |
| All | +98.7% | -91.9% | +190.5% | +213.2% |
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