+91.4%
MET vs HTZ
-92.5%
+184.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.4% | +6.9% | -0.8% |
| 7D | -1.2% | -14.6% | +13.4% | -0.1% |
| 30D | +3.2% | -20.8% | +24.0% | +4.8% |
| 3M | -1.1% | -18.8% | +17.7% | -0.5% |
| 6M | +25.0% | -74.7% | +99.7% | +36.4% |
| YTD | +27.9% | -68.1% | +96.0% | +35.6% |
| 1Y | +32.9% | -73.5% | +106.4% | +42.9% |
| 3Y | +78.8% | -81.8% | +160.6% | +87.6% |
| 5Y | +79.6% | -95.2% | +174.8% | +111.3% |
| All | +91.4% | -92.5% | +184.0% | +122.1% |
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