+94.3%
MET vs HTZ
-91.9%
+186.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -20.8% | +17.7% | -1.4% |
| 7D | -0.5% | -7.7% | +7.2% | 0.0% |
| 30D | +3.3% | -13.1% | +16.4% | +4.1% |
| 3M | +4.2% | +14.7% | -10.5% | +1.7% |
| 6M | +27.3% | -70.6% | +97.9% | +37.2% |
| YTD | +29.8% | -65.2% | +95.0% | +36.8% |
| 1Y | +30.2% | -73.2% | +103.4% | +40.0% |
| 3Y | +77.6% | -80.8% | +158.4% | +86.0% |
| 5Y | +82.3% | -94.8% | +177.1% | +113.0% |
| All | +94.3% | -91.9% | +186.2% | +123.9% |
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 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