+36.6%
MMM vs HTZ
-93.2%
+129.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.0% | +8.4% | +0.9% |
| 7D | +7.0% | -27.5% | +34.5% | +9.0% |
| 30D | +18.4% | -21.9% | +40.3% | +20.0% |
| 3M | +4.5% | -29.2% | +33.7% | +6.1% |
| 6M | +33.4% | -75.2% | +108.6% | +42.5% |
| YTD | +20.0% | -70.8% | +90.8% | +26.0% |
| 1Y | +15.0% | -76.1% | +91.1% | +22.2% |
| 3Y | +165.0% | -82.5% | +247.5% | +176.8% |
| 5Y | +47.9% | -94.1% | +142.0% | +64.9% |
| All | +36.6% | -93.2% | +129.7% | +52.1% |
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