+21.6%
MMM vs HTZ
-89.5%
+111.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.1% |
| 7D | -3.3% | +7.5% | -10.8% | -3.7% |
| 30D | -7.0% | +47.4% | -54.5% | -9.7% |
| 3M | +10.8% | -54.9% | +65.7% | +14.4% |
| 6M | +5.8% | -47.0% | +52.8% | +7.6% |
| YTD | +6.8% | -55.3% | +62.0% | +9.6% |
| 1Y | +10.4% | -57.6% | +68.0% | +12.9% |
| 3Y | +104.7% | -86.6% | +191.3% | +122.5% |
| 5Y | +23.6% | -86.1% | +109.7% | +33.3% |
| All | +21.6% | -89.5% | +111.1% | +32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling