-93.1%
HTZ vs M
+0.4%
-93.4%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +7.6% | +1.6% | +6.8% |
| 7D | +18.9% | +8.3% | +10.7% | +16.1% |
| 30D | +26.3% | +14.2% | +12.1% | +21.1% |
| 3M | +49.7% | -1.1% | +50.8% | +49.4% |
| 6M | -61.1% | +36.6% | -97.7% | -65.6% |
| YTD | -56.0% | +19.8% | -75.8% | -59.5% |
| 1Y | -66.4% | +37.2% | -103.6% | -70.5% |
| 3Y | -75.8% | +124.5% | -200.3% | -83.1% |
| 5Y | -93.1% | +1.5% | -94.6% | -94.6% |
| All | -93.1% | +0.4% | -93.4% | -94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 5y: compounded portfolio wealth divided by compounded M 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…
5y analysis · Full analysis span regression · 6 months rolling