+99.9%
MET vs HTZ
-93.2%
+193.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.0% |
| 7D | +4.5% | -8.5% | +13.0% | +5.1% |
| 30D | +3.5% | -18.9% | +22.5% | +4.9% |
| 3M | +5.9% | -36.0% | +42.0% | +9.0% |
| 6M | +33.1% | -74.6% | +107.6% | +45.0% |
| YTD | +33.6% | -70.8% | +104.4% | +42.6% |
| 1Y | +32.7% | -75.3% | +108.0% | +43.4% |
| 3Y | +85.0% | -81.6% | +166.6% | +92.6% |
| 5Y | +85.6% | -94.4% | +180.0% | +117.5% |
| All | +99.9% | -93.2% | +193.1% | +133.5% |
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