+18.7%
MXL vs HTZ
-92.5%
+111.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -8.4% | +19.4% | +12.4% |
| 7D | -27.1% | -14.6% | -12.5% | -25.1% |
| 30D | -54.2% | -20.8% | -33.4% | -52.4% |
| 3M | -29.9% | -18.8% | -11.1% | -28.1% |
| 6M | -39.5% | -74.7% | +35.2% | -27.7% |
| YTD | +182.2% | -68.1% | +250.3% | +219.9% |
| 1Y | +231.8% | -73.5% | +305.3% | +286.8% |
| 3Y | +195.9% | -81.8% | +277.7% | +233.1% |
| 5Y | -27.3% | -95.2% | +68.0% | +10.6% |
| All | +18.7% | -92.5% | +111.3% | +80.4% |
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