+85.7%
MTUM vs HTZ
-89.5%
+175.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.7% |
| 7D | +1.7% | +7.5% | -5.8% | +1.3% |
| 30D | -1.7% | +47.4% | -49.1% | -4.6% |
| 3M | -6.3% | -54.9% | +48.6% | -3.0% |
| 6M | +21.8% | -47.0% | +68.8% | +24.3% |
| YTD | +22.0% | -55.3% | +77.3% | +25.6% |
| 1Y | +25.3% | -57.6% | +83.0% | +28.5% |
| 3Y | +112.1% | -86.6% | +198.7% | +137.7% |
| 5Y | +76.2% | -86.1% | +162.3% | +93.0% |
| All | +85.7% | -89.5% | +175.3% | +110.1% |
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