+24.5%
MDLZ vs HTZ
-93.2%
+117.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +1.5% |
| 7D | +2.3% | -8.5% | +10.8% | +2.5% |
| 30D | +7.9% | -18.9% | +26.9% | +8.3% |
| 3M | +7.3% | -36.0% | +43.3% | +8.0% |
| 6M | +11.7% | -74.6% | +86.3% | +14.2% |
| YTD | +28.7% | -70.8% | +99.6% | +30.8% |
| 1Y | +22.8% | -75.3% | +98.1% | +25.2% |
| 3Y | +6.6% | -81.6% | +88.2% | +7.9% |
| 5Y | +23.2% | -94.4% | +117.6% | +28.3% |
| All | +24.5% | -93.2% | +117.7% | +28.9% |
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