-93.9%
HTZ vs MKTX
-61.8%
-32.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | 0.0% | -8.4% | -8.4% |
| 7D | -14.6% | +0.2% | -14.8% | -14.6% |
| 30D | -20.8% | +0.9% | -21.6% | -20.9% |
| 3M | -18.8% | +2.3% | -21.1% | -19.2% |
| 6M | -74.7% | +12.4% | -87.1% | -75.5% |
| YTD | -68.1% | -7.3% | -60.8% | -67.7% |
| 1Y | -73.5% | +1.8% | -75.3% | -73.9% |
| 3Y | -81.8% | -21.2% | -60.6% | -81.3% |
| 5Y | -95.2% | -54.6% | -40.7% | -95.0% |
| All | -93.9% | -61.8% | -32.1% | -94.5% |
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