+35.8%
MCO vs HTZ
-90.6%
+126.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.3% | +3.9% | -1.1% |
| 7D | -3.1% | -10.4% | +7.2% | -2.5% |
| 30D | -0.5% | -2.4% | +1.8% | -0.8% |
| 3M | +5.7% | -60.9% | +66.6% | +10.4% |
| 6M | +3.0% | -50.2% | +53.3% | +5.0% |
| YTD | -6.5% | -59.7% | +53.2% | -3.4% |
| 1Y | -5.8% | -66.0% | +60.2% | -2.2% |
| 3Y | +43.1% | -87.1% | +130.2% | +60.7% |
| 5Y | +29.5% | -86.9% | +116.3% | +47.9% |
| All | +35.8% | -90.6% | +126.4% | +55.3% |
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