+838.7%
MU vs HTZ
-92.6%
+931.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.9% | +6.3% |
| 7D | -12.0% | -16.4% | +4.4% | -10.2% |
| 30D | -28.7% | -15.1% | -13.6% | -27.5% |
| 3M | -16.4% | -28.2% | +11.8% | -14.1% |
| 6M | -1.8% | -73.1% | +71.3% | +10.0% |
| YTD | +157.1% | -68.3% | +225.4% | +180.0% |
| 1Y | +208.5% | -75.2% | +283.7% | +244.1% |
| 3Y | +906.2% | -81.1% | +987.3% | +984.0% |
| 5Y | +893.4% | -95.0% | +988.4% | +1,185.6% |
| All | +838.7% | -92.6% | +931.3% | +1,106.5% |
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