+33.0%
MMM vs HTZ
-93.2%
+126.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.8% |
| 7D | -0.4% | -8.5% | +8.1% | +0.1% |
| 30D | +12.1% | -18.9% | +31.1% | +13.4% |
| 3M | +1.4% | -36.0% | +37.5% | +3.8% |
| 6M | +26.6% | -74.6% | +101.2% | +34.9% |
| YTD | +16.8% | -70.8% | +87.6% | +22.7% |
| 1Y | +10.1% | -75.3% | +85.4% | +16.7% |
| 3Y | +158.4% | -81.6% | +240.0% | +168.5% |
| 5Y | +43.1% | -94.4% | +137.5% | +59.6% |
| All | +33.0% | -93.2% | +126.2% | +48.1% |
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