+12.0%
MDLZ vs HTZ
-89.5%
+101.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.3% |
| 7D | -1.7% | +7.5% | -9.2% | -1.9% |
| 30D | -2.1% | +47.4% | -49.5% | -3.0% |
| 3M | +1.3% | -54.9% | +56.2% | +2.5% |
| 6M | +6.2% | -47.0% | +53.2% | +6.8% |
| YTD | +15.8% | -55.3% | +71.0% | +16.8% |
| 1Y | +4.1% | -57.6% | +61.8% | +4.9% |
| 3Y | -4.1% | -86.6% | +82.5% | -1.0% |
| 5Y | +13.4% | -86.1% | +99.5% | +16.9% |
| All | +12.0% | -89.5% | +101.5% | +15.2% |
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