+36.2%
MAS vs HTZ
-89.5%
+125.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.7% |
| 7D | -0.8% | +7.5% | -8.2% | -1.4% |
| 30D | -5.6% | +47.4% | -53.0% | -9.4% |
| 3M | +4.4% | -54.9% | +59.3% | +9.3% |
| 6M | +7.2% | -47.0% | +54.2% | +9.4% |
| YTD | +16.1% | -55.3% | +71.4% | +20.4% |
| 1Y | +0.1% | -57.6% | +57.7% | +3.1% |
| 3Y | +28.3% | -86.6% | +114.9% | +47.3% |
| 5Y | +30.5% | -86.1% | +116.6% | +49.0% |
| All | +36.2% | -89.5% | +125.8% | +60.3% |
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