-91.5%
HTZ vs M
+45.1%
-136.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.6% |
| 7D | +7.5% | +4.7% | +2.8% | +6.0% |
| 30D | +47.4% | -9.6% | +57.1% | +51.5% |
| 3M | -54.9% | +0.9% | -55.8% | -55.8% |
| 6M | -47.0% | +22.3% | -69.3% | -51.2% |
| YTD | -55.3% | +6.5% | -61.8% | -57.1% |
| 1Y | -57.6% | +38.8% | -96.4% | -63.0% |
| 3Y | -86.6% | +115.9% | -202.5% | -90.3% |
| 5Y | -86.1% | +28.6% | -114.8% | -89.0% |
| All | -91.5% | +45.1% | -136.6% | -93.4% |
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