+104.0%
MSFT vs HTZ
-92.5%
+196.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.4% | +7.4% | -0.5% |
| 7D | +1.7% | -14.6% | +16.3% | +2.5% |
| 30D | +0.2% | -20.8% | +20.9% | +1.2% |
| 3M | +6.4% | -18.8% | +25.2% | +6.8% |
| 6M | +28.7% | -74.7% | +103.4% | +36.5% |
| YTD | +10.4% | -68.1% | +78.5% | +14.8% |
| 1Y | +7.6% | -73.5% | +81.1% | +13.0% |
| 3Y | +52.3% | -81.8% | +134.1% | +59.0% |
| 5Y | +64.5% | -95.2% | +159.7% | +93.2% |
| All | +104.0% | -92.5% | +196.5% | +137.0% |
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