-86.5%
HTZ vs MTB
+109.6%
-196.2%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +7.5% | +1.7% | +5.7% | +5.7% |
| 30D | +47.4% | -4.2% | +51.6% | +52.7% |
| 3M | -54.9% | +8.9% | -63.8% | -59.1% |
| 6M | -47.0% | +10.9% | -57.9% | -52.6% |
| YTD | -55.3% | +21.5% | -76.7% | -63.2% |
| 1Y | -57.6% | +21.9% | -79.6% | -65.3% |
| All | -86.5% | +109.6% | -196.2% | -93.7% |
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