-95.0%
HTZ vs MKTX
-54.7%
-40.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.6% |
| 7D | -16.4% | +0.1% | -16.5% | -16.4% |
| 30D | -15.1% | +0.7% | -15.8% | -15.3% |
| 3M | -28.2% | +2.4% | -30.6% | -28.7% |
| 6M | -73.1% | +13.5% | -86.5% | -74.1% |
| YTD | -68.3% | -7.2% | -61.0% | -67.8% |
| 1Y | -75.2% | +1.0% | -76.2% | -75.6% |
| 3Y | -81.1% | -23.7% | -57.4% | -80.3% |
| 5Y | -95.0% | -54.4% | -40.6% | -93.8% |
| All | -95.0% | -54.7% | -40.3% | -93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling