+160.8%
MMM vs HTZ
-81.0%
+241.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -20.8% | +17.6% | -2.1% |
| 7D | +5.9% | -7.7% | +13.6% | +6.3% |
| 30D | +14.7% | -13.1% | +27.9% | +15.4% |
| 3M | +3.6% | +14.7% | -11.2% | +2.3% |
| 6M | +32.7% | -70.6% | +103.3% | +38.7% |
| YTD | +18.9% | -65.2% | +84.1% | +22.7% |
| 1Y | +16.4% | -73.2% | +89.6% | +21.4% |
| All | +160.8% | -81.0% | +241.7% | +179.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling