+47.2%
MMM vs HTZ
-94.7%
+141.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -20.8% | +17.6% | -1.8% |
| 7D | +5.9% | -7.7% | +13.6% | +6.3% |
| 30D | +14.7% | -13.1% | +27.9% | +15.6% |
| 3M | +3.6% | +14.7% | -11.2% | +1.8% |
| 6M | +32.7% | -70.6% | +103.3% | +40.8% |
| YTD | +18.9% | -65.2% | +84.1% | +23.9% |
| 1Y | +16.4% | -73.2% | +89.6% | +23.2% |
| 3Y | +159.8% | -80.8% | +240.6% | +174.0% |
| 5Y | +47.2% | -94.8% | +142.0% | +68.6% |
| All | +47.2% | -94.7% | +141.9% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling