+55.7%
MTUM vs HTZ
-92.5%
+148.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.4% |
| YTD | +2.3% | -68.1% | +70.4% | +7.3% |
| 1Y | +4.0% | -73.5% | +77.5% | +10.1% |
| 3Y | +80.7% | -81.8% | +162.5% | +89.4% |
| 5Y | +40.1% | -95.2% | +135.3% | +63.6% |
| All | +55.7% | -92.5% | +148.2% | +79.3% |
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