+63.6%
MTZ vs HTZ
-92.5%
+156.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -8.4% | +17.9% | +10.2% |
| 7D | -6.4% | -14.6% | +8.2% | -5.5% |
| 30D | -22.1% | -20.8% | -1.3% | -20.9% |
| 3M | -32.7% | -18.8% | -13.9% | -32.3% |
| 6M | -59.8% | -74.7% | +14.9% | -55.9% |
| YTD | -19.9% | -68.1% | +48.2% | -14.8% |
| 1Y | -11.5% | -73.5% | +62.0% | -4.3% |
| 3Y | +258.1% | -81.8% | +339.9% | +280.9% |
| 5Y | +85.5% | -95.2% | +180.8% | +126.7% |
| All | +63.6% | -92.5% | +156.1% | +97.3% |
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