+157.1%
MMM vs HTZ
-82.6%
+239.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.4% | +7.0% | -1.0% |
| 7D | +6.2% | -14.6% | +20.8% | +7.0% |
| 30D | +14.2% | -20.8% | +35.0% | +15.4% |
| 3M | +2.9% | -18.8% | +21.7% | +3.5% |
| 6M | +27.6% | -74.7% | +102.2% | +34.3% |
| YTD | +17.3% | -68.1% | +85.4% | +21.5% |
| 1Y | +15.1% | -73.5% | +88.6% | +20.1% |
| 3Y | +157.1% | -81.8% | +238.9% | +177.0% |
| All | +157.1% | -82.6% | +239.7% | +177.0% |
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