-86.4%
HTZ vs MKTX
-63.2%
-23.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +7.5% | +0.4% | +7.1% | +7.4% |
| 30D | +47.4% | +1.1% | +46.4% | +47.1% |
| 3M | -54.9% | +36.1% | -91.0% | -58.6% |
| 6M | -47.0% | -12.9% | -34.1% | -45.1% |
| YTD | -55.3% | -8.5% | -46.7% | -54.5% |
| 1Y | -57.6% | -7.5% | -50.1% | -57.2% |
| 3Y | -86.6% | -28.3% | -58.3% | -85.8% |
| All | -86.4% | -63.2% | -23.2% | -85.7% |
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