+57.1%
MAS vs HTZ
-91.9%
+149.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -20.8% | +17.4% | -1.6% |
| 7D | +4.6% | -7.7% | +12.3% | +5.1% |
| 30D | +19.9% | -13.1% | +33.0% | +21.0% |
| 3M | +8.9% | +14.7% | -5.8% | +6.3% |
| 6M | +20.2% | -70.6% | +90.8% | +30.1% |
| YTD | +33.9% | -65.2% | +99.1% | +41.2% |
| 1Y | +34.7% | -73.2% | +107.8% | +45.4% |
| 3Y | +60.4% | -80.8% | +141.2% | +70.1% |
| 5Y | +43.5% | -94.8% | +138.2% | +70.3% |
| All | +57.1% | -91.9% | +149.0% | +88.1% |
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