-91.6%
HTZ vs M
+63.2%
-154.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +7.6% | +1.6% | +6.9% |
| 7D | +18.9% | +8.3% | +10.7% | +16.2% |
| 30D | +26.3% | +14.2% | +12.1% | +21.3% |
| 3M | +49.7% | -1.1% | +50.8% | +49.4% |
| 6M | -61.1% | +36.6% | -97.7% | -65.4% |
| YTD | -56.0% | +19.8% | -75.8% | -59.3% |
| 1Y | -66.4% | +37.2% | -103.6% | -70.3% |
| 3Y | -75.8% | +124.5% | -200.3% | -82.7% |
| 5Y | -93.1% | +1.5% | -94.6% | -94.4% |
| All | -91.6% | +63.2% | -154.8% | -93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling