+51.4%
MXL vs HTZ
-89.5%
+141.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +5.3% |
| 7D | +1.6% | +7.5% | -5.8% | +0.5% |
| 30D | -7.0% | +47.4% | -54.4% | -13.5% |
| 3M | -33.4% | -54.9% | +21.5% | -27.3% |
| 6M | +260.2% | -47.0% | +307.2% | +277.5% |
| YTD | +260.0% | -55.3% | +315.2% | +287.1% |
| 1Y | +303.5% | -57.6% | +361.1% | +327.9% |
| 3Y | +160.4% | -86.6% | +247.0% | +242.2% |
| 5Y | +14.7% | -86.1% | +100.8% | +47.6% |
| All | +51.4% | -89.5% | +141.0% | +118.3% |
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