-93.9%
HTZ vs MTB
+74.6%
-168.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.9% | -7.5% | -7.7% |
| 7D | -14.6% | -1.3% | -13.2% | -13.3% |
| 30D | -20.8% | +0.5% | -21.3% | -20.6% |
| 3M | -18.8% | -12.4% | -6.4% | -10.1% |
| 6M | -74.7% | +1.5% | -76.2% | -75.3% |
| YTD | -68.1% | +10.3% | -78.4% | -70.5% |
| 1Y | -73.5% | +22.2% | -95.7% | -77.2% |
| 3Y | -81.8% | +96.9% | -178.8% | -88.6% |
| 5Y | -95.2% | +64.3% | -159.5% | -96.7% |
| All | -93.9% | +74.6% | -168.6% | -96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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