+80.0%
MTUM vs HTZ
-87.1%
+167.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.0% | +6.3% | +1.6% |
| 7D | +4.1% | -2.5% | +6.6% | +4.2% |
| 30D | -0.2% | -3.7% | +3.5% | -0.3% |
| 3M | -1.9% | -57.0% | +55.1% | +1.8% |
| 6M | +28.1% | -47.0% | +75.1% | +30.6% |
| YTD | +23.6% | -57.5% | +81.1% | +27.6% |
| 1Y | +26.1% | -63.5% | +89.6% | +30.6% |
| 3Y | +116.8% | -86.3% | +203.2% | +143.2% |
| 5Y | +80.0% | -86.8% | +166.8% | +102.0% |
| All | +80.0% | -87.1% | +167.2% | +102.0% |
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