+71.7%
LMT vs HTZ
-92.5%
+164.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.4% | +6.8% | -1.5% |
| 7D | -11.0% | -14.6% | +3.6% | -10.9% |
| 30D | +13.6% | -20.8% | +34.4% | +13.7% |
| 3M | -2.1% | -18.8% | +16.7% | -2.0% |
| 6M | +11.7% | -74.7% | +86.4% | +12.7% |
| YTD | +19.4% | -68.1% | +87.5% | +20.3% |
| 1Y | +24.1% | -73.5% | +97.5% | +25.1% |
| 3Y | +36.2% | -81.8% | +118.0% | +37.2% |
| 5Y | +90.7% | -95.2% | +186.0% | +97.0% |
| All | +71.7% | -92.5% | +164.3% | +75.9% |
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