+44.6%
MP vs HTZ
-89.5%
+134.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.1% |
| 7D | -2.9% | +7.5% | -10.3% | -4.5% |
| 30D | +13.8% | +47.4% | -33.6% | +0.9% |
| 3M | -16.7% | -54.9% | +38.2% | -5.3% |
| 6M | -11.5% | -47.0% | +35.5% | -4.8% |
| YTD | +7.9% | -55.3% | +63.2% | +20.3% |
| 1Y | -15.0% | -57.6% | +42.6% | -7.7% |
| 3Y | +153.5% | -86.6% | +240.1% | +253.1% |
| 5Y | +58.7% | -86.1% | +144.8% | +115.4% |
| All | +44.6% | -89.5% | +134.2% | +110.4% |
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