-91.5%
HTZ vs MKTX
-62.3%
-29.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -58.4% |
| 6M | -47.0% | -12.9% | -34.1% | -45.3% |
| YTD | -55.3% | -8.5% | -46.7% | -54.6% |
| 1Y | -57.6% | -7.5% | -50.1% | -57.2% |
| 3Y | -86.6% | -28.3% | -58.3% | -85.8% |
| 5Y | -86.1% | -63.3% | -22.8% | -87.3% |
| All | -91.5% | -62.3% | -29.1% | -92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling