+62.7%
MKSI vs HTZ
-90.7%
+153.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | +2.7% | -11.3% | +14.0% | +4.4% |
| 30D | -12.8% | -27.1% | +14.3% | -9.1% |
| 3M | -22.5% | -59.5% | +37.0% | -14.4% |
| 6M | +19.4% | -50.5% | +69.9% | +26.3% |
| YTD | +67.7% | -60.3% | +128.0% | +83.1% |
| 1Y | +131.4% | -67.1% | +198.6% | +155.1% |
| 3Y | +197.3% | -87.4% | +284.8% | +279.6% |
| 5Y | +87.0% | -87.2% | +174.1% | +146.4% |
| All | +62.7% | -90.7% | +153.5% | +120.4% |
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