+783.4%
MU vs HTZ
-92.5%
+876.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -8.4% | +13.5% | +6.1% |
| 7D | -22.0% | -14.6% | -7.4% | -20.6% |
| 30D | -36.6% | -20.8% | -15.8% | -35.0% |
| 3M | -21.7% | -18.8% | -2.9% | -20.7% |
| 6M | +3.5% | -74.7% | +78.2% | +16.8% |
| YTD | +141.9% | -68.1% | +210.0% | +163.3% |
| 1Y | +189.8% | -73.5% | +263.3% | +220.9% |
| 3Y | +855.4% | -81.8% | +937.2% | +938.2% |
| 5Y | +869.2% | -95.2% | +964.4% | +1,156.2% |
| All | +783.4% | -92.5% | +876.0% | +1,034.7% |
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