+62.7%
MAS vs HTZ
-89.7%
+152.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +9.2% | -3.5% | +4.9% |
| 7D | +14.2% | +18.9% | -4.8% | +12.5% |
| 30D | +26.8% | +26.3% | +0.6% | +24.1% |
| 3M | +13.1% | +49.7% | -36.5% | +8.1% |
| 6M | +27.9% | -61.1% | +89.0% | +35.3% |
| YTD | +38.7% | -56.0% | +94.7% | +43.6% |
| 1Y | +40.4% | -66.4% | +106.8% | +48.8% |
| 3Y | +66.1% | -75.8% | +141.9% | +72.9% |
| 5Y | +47.4% | -93.1% | +140.5% | +71.6% |
| All | +62.7% | -89.7% | +152.4% | +91.2% |
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