+21.7%
MDLZ vs HTZ
-92.5%
+114.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.4% | +7.2% | -1.0% |
| 7D | +1.7% | -14.6% | +16.2% | +1.9% |
| 30D | +11.2% | -20.8% | +32.0% | +11.6% |
| 3M | +6.1% | -18.8% | +25.0% | +6.3% |
| 6M | +8.6% | -74.7% | +83.2% | +11.1% |
| YTD | +25.8% | -68.1% | +93.9% | +27.7% |
| 1Y | +21.7% | -73.5% | +95.2% | +24.0% |
| 3Y | +5.8% | -81.8% | +87.6% | +7.3% |
| 5Y | +21.4% | -95.2% | +116.6% | +26.5% |
| All | +21.7% | -92.5% | +114.3% | +25.8% |
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