+78.1%
LMT vs HTZ
-92.6%
+170.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.7% |
| 7D | -8.5% | -16.4% | +7.9% | -8.5% |
| 30D | +15.4% | -15.1% | +30.5% | +15.5% |
| 3M | +0.7% | -28.2% | +28.9% | +0.8% |
| 6M | +17.6% | -73.1% | +90.7% | +18.6% |
| YTD | +23.8% | -68.3% | +92.1% | +24.7% |
| 1Y | +31.6% | -75.2% | +106.9% | +32.7% |
| 3Y | +44.0% | -81.1% | +125.1% | +45.0% |
| 5Y | +98.8% | -95.0% | +193.8% | +105.1% |
| All | +78.1% | -92.6% | +170.7% | +82.4% |
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 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