+88.4%
MTUM vs HTZ
-90.6%
+179.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.3% | +5.5% | +0.5% |
| 7D | +4.1% | -10.4% | +14.5% | +4.8% |
| 30D | +0.6% | -2.4% | +3.0% | +0.5% |
| 3M | -0.6% | -60.9% | +60.2% | +3.8% |
| 6M | +25.3% | -50.2% | +75.6% | +28.3% |
| YTD | +23.8% | -59.7% | +83.5% | +28.3% |
| 1Y | +25.4% | -66.0% | +91.4% | +30.4% |
| 3Y | +117.3% | -87.1% | +204.3% | +142.6% |
| 5Y | +79.7% | -86.9% | +166.5% | +97.2% |
| All | +88.4% | -90.6% | +179.0% | +114.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling