+60.5%
MXL vs HTZ
-90.1%
+150.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -5.0% | +11.0% | +6.8% |
| 7D | +15.5% | -2.5% | +17.9% | +15.9% |
| 30D | -11.3% | -3.7% | -7.6% | -11.4% |
| 3M | -16.1% | -57.0% | +40.9% | -7.8% |
| 6M | +323.0% | -47.0% | +370.0% | +342.8% |
| YTD | +281.5% | -57.5% | +339.0% | +313.3% |
| 1Y | +319.3% | -63.5% | +382.8% | +356.1% |
| 3Y | +189.4% | -86.3% | +275.7% | +274.5% |
| 5Y | +26.0% | -86.8% | +112.8% | +63.1% |
| All | +60.5% | -90.1% | +150.6% | +133.1% |
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 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