-93.4%
HTZ vs MKTX
-61.8%
-31.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | 0.0% | -20.8% | -20.8% |
| 7D | -7.7% | +0.4% | -8.1% | -7.8% |
| 30D | -13.1% | +0.9% | -14.0% | -13.3% |
| 3M | +14.7% | +2.4% | +12.3% | +14.1% |
| 6M | -70.6% | +10.6% | -81.2% | -71.4% |
| YTD | -65.2% | -7.3% | -57.9% | -64.7% |
| 1Y | -73.2% | +4.8% | -78.0% | -73.9% |
| 3Y | -80.8% | -21.2% | -59.6% | -80.3% |
| 5Y | -94.8% | -54.6% | -40.2% | -94.6% |
| All | -93.4% | -61.8% | -31.5% | -94.0% |
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 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