+81.8%
MA vs HTZ
-92.5%
+174.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.4% | +7.9% | 0.0% |
| 7D | +2.3% | -14.6% | +16.9% | +3.1% |
| 30D | +14.7% | -20.8% | +35.4% | +15.9% |
| 3M | +13.5% | -18.8% | +32.3% | +14.0% |
| 6M | +33.1% | -74.7% | +107.8% | +41.7% |
| YTD | +15.1% | -68.1% | +83.2% | +19.6% |
| 1Y | +18.7% | -73.5% | +92.2% | +24.9% |
| 3Y | +72.1% | -81.8% | +153.9% | +78.3% |
| 5Y | +92.8% | -95.2% | +188.0% | +118.5% |
| All | +81.8% | -92.5% | +174.4% | +105.1% |
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