-94.4%
HTZ vs MKTX
-61.8%
-32.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.1% | -8.1% | -8.0% |
| 7D | -27.5% | +0.1% | -27.6% | -27.6% |
| 30D | -21.9% | +0.8% | -22.7% | -22.0% |
| 3M | -29.2% | +2.6% | -31.8% | -29.7% |
| 6M | -75.2% | +13.6% | -88.8% | -76.0% |
| YTD | -70.8% | -7.1% | -63.7% | -70.5% |
| 1Y | -76.1% | -0.1% | -76.0% | -76.4% |
| 3Y | -82.5% | -22.3% | -60.2% | -81.9% |
| 5Y | -94.1% | -54.5% | -39.6% | -93.9% |
| All | -94.4% | -61.8% | -32.7% | -95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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