-94.4%
HTZ vs MKTX
-61.7%
-32.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -8.5% | +0.2% | -8.8% | -8.6% |
| 30D | -18.9% | +0.9% | -19.8% | -19.1% |
| 3M | -36.0% | +2.6% | -38.6% | -36.4% |
| 6M | -74.6% | +20.4% | -95.0% | -75.8% |
| YTD | -70.8% | -7.1% | -63.8% | -70.5% |
| 1Y | -75.3% | -2.8% | -72.5% | -75.3% |
| 3Y | -81.6% | -21.7% | -59.8% | -81.0% |
| 5Y | -94.4% | -54.5% | -39.9% | -94.2% |
| All | -94.4% | -61.7% | -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