+98.0%
MET vs HTZ
-92.6%
+190.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.5% |
| 7D | +1.3% | -16.4% | +17.7% | +2.6% |
| 30D | +4.0% | -15.1% | +19.1% | +5.1% |
| 3M | +4.6% | -28.2% | +32.8% | +6.4% |
| 6M | +32.8% | -73.1% | +105.9% | +44.1% |
| YTD | +32.3% | -68.3% | +100.6% | +40.4% |
| 1Y | +37.1% | -75.2% | +112.4% | +48.4% |
| 3Y | +86.8% | -81.1% | +168.0% | +94.9% |
| 5Y | +87.4% | -95.0% | +182.4% | +119.9% |
| All | +98.0% | -92.6% | +190.6% | +129.9% |
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