+104.9%
MSFT vs HTZ
-93.2%
+198.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.0% | +5.8% | -1.8% |
| 7D | +2.3% | -27.5% | +29.9% | +4.1% |
| 30D | -0.4% | -21.9% | +21.5% | +0.8% |
| 3M | +5.6% | -29.2% | +34.8% | +6.9% |
| 6M | +29.0% | -75.2% | +104.2% | +37.0% |
| YTD | +10.9% | -70.8% | +81.8% | +15.9% |
| 1Y | +6.2% | -76.1% | +82.3% | +12.2% |
| 3Y | +47.6% | -82.5% | +130.1% | +53.6% |
| 5Y | +67.9% | -94.1% | +162.0% | +97.5% |
| All | +104.9% | -93.2% | +198.1% | +139.3% |
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 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