+39.7%
MTUM vs HTZ
-95.4%
+135.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -8.4% | +10.2% | +2.4% |
| 7D | -10.2% | -14.6% | +4.4% | -9.4% |
| 30D | -20.9% | -20.8% | -0.1% | -19.9% |
| 3M | -17.1% | -18.8% | +1.7% | -16.5% |
| 6M | -14.5% | -74.7% | +60.2% | -8.2% |
| YTD | +2.3% | -68.1% | +70.4% | +7.4% |
| 1Y | +4.0% | -73.5% | +77.5% | +10.3% |
| 3Y | +80.7% | -81.8% | +162.5% | +91.5% |
| All | +39.7% | -95.4% | +135.1% | +70.2% |
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 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