+22.5%
MDLZ vs HTZ
-92.6%
+115.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.6% |
| 7D | +0.1% | -16.4% | +16.5% | +0.4% |
| 30D | +10.0% | -15.1% | +25.1% | +10.3% |
| 3M | +7.1% | -28.2% | +35.2% | +7.5% |
| 6M | +9.8% | -73.1% | +82.9% | +12.2% |
| YTD | +26.6% | -68.3% | +94.9% | +28.5% |
| 1Y | +20.3% | -75.2% | +95.6% | +22.8% |
| 3Y | +5.4% | -81.1% | +86.5% | +6.8% |
| 5Y | +22.2% | -95.0% | +117.2% | +27.3% |
| All | +22.5% | -92.6% | +115.1% | +26.7% |
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