+2.7%
KMB vs HTZ
-92.6%
+95.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.2% |
| 7D | +3.4% | -16.4% | +19.8% | +3.5% |
| 30D | +14.7% | -15.1% | +29.8% | +14.8% |
| 3M | +3.3% | -28.2% | +31.5% | +3.4% |
| 6M | +16.8% | -73.1% | +89.9% | +17.8% |
| YTD | +15.2% | -68.3% | +83.5% | +15.9% |
| 1Y | +13.3% | -75.2% | +88.5% | +14.2% |
| 3Y | +5.4% | -81.1% | +86.6% | +6.6% |
| 5Y | +2.7% | -95.0% | +97.7% | +4.4% |
| All | +2.7% | -92.6% | +95.3% | +5.0% |
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