+808.8%
MU vs HTZ
-81.0%
+889.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -20.8% | +3.3% | -15.8% |
| 7D | -29.7% | -7.7% | -22.0% | -29.1% |
| 30D | -37.2% | -13.1% | -24.1% | -36.5% |
| 3M | -26.5% | +14.7% | -41.2% | -27.8% |
| 6M | +2.6% | -70.6% | +73.2% | +9.8% |
| YTD | +130.1% | -65.2% | +195.3% | +142.0% |
| 1Y | +176.7% | -73.2% | +249.9% | +194.4% |
| All | +808.8% | -81.0% | +889.8% | +919.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling