+135.6%
MS vs HTZ
-91.9%
+227.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -20.8% | +14.9% | -3.9% |
| 7D | -3.4% | -7.7% | +4.3% | -2.8% |
| 30D | -3.9% | -13.1% | +9.2% | -2.9% |
| 3M | -15.9% | +14.7% | -30.7% | -18.2% |
| 6M | -2.5% | -70.6% | +68.1% | +6.8% |
| YTD | +5.1% | -65.2% | +70.3% | +12.1% |
| 1Y | +13.0% | -73.2% | +86.1% | +23.4% |
| 3Y | +160.7% | -80.8% | +241.5% | +178.4% |
| 5Y | +114.0% | -94.8% | +208.8% | +160.1% |
| All | +135.6% | -91.9% | +227.5% | +188.0% |
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 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