-80.2%
HTZ vs MTB
+97.1%
-177.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -2.2% | -18.6% | -18.8% |
| 7D | -7.7% | -1.9% | -5.8% | -5.7% |
| 30D | -13.1% | +0.5% | -13.6% | -13.0% |
| 3M | +14.7% | -12.2% | +26.9% | +29.2% |
| 6M | -70.6% | +3.4% | -74.0% | -72.1% |
| YTD | -65.2% | +11.3% | -76.5% | -68.9% |
| 1Y | -73.2% | +23.3% | -96.5% | -78.2% |
| All | -80.2% | +97.1% | -177.2% | -91.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling