+89.0%
MET vs HTZ
-89.5%
+178.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.7% |
| 7D | +1.2% | +7.5% | -6.3% | +0.5% |
| 30D | +1.4% | +47.4% | -46.0% | -2.6% |
| 3M | +17.7% | -54.9% | +72.6% | +23.2% |
| 6M | +35.0% | -47.0% | +82.0% | +38.3% |
| YTD | +26.3% | -55.3% | +81.5% | +31.0% |
| 1Y | +22.8% | -57.6% | +80.5% | +26.7% |
| 3Y | +65.9% | -86.6% | +152.5% | +86.1% |
| 5Y | +85.4% | -86.1% | +171.5% | +95.2% |
| All | +89.0% | -89.5% | +178.6% | +114.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling