-93.4%
HTZ vs MTB
+76.3%
-169.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -2.2% | -18.6% | -19.2% |
| 7D | -7.7% | -1.9% | -5.8% | -6.0% |
| 30D | -13.1% | +0.5% | -13.6% | -13.0% |
| 3M | +14.7% | -12.2% | +26.9% | +26.6% |
| 6M | -70.6% | +3.4% | -74.0% | -71.7% |
| YTD | -65.2% | +11.3% | -76.5% | -68.0% |
| 1Y | -73.2% | +23.3% | -96.5% | -77.1% |
| 3Y | -80.8% | +96.8% | -177.6% | -88.0% |
| 5Y | -94.8% | +65.8% | -160.6% | -96.5% |
| All | -93.4% | +76.3% | -169.6% | -95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling