-94.0%
HTZ vs MTCH
-74.4%
-19.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | -16.4% | -6.6% | -9.8% | -14.2% |
| 30D | -15.1% | -4.4% | -10.7% | -13.6% |
| 3M | -28.2% | +6.0% | -34.2% | -30.1% |
| 6M | -73.1% | +7.4% | -80.5% | -74.3% |
| YTD | -68.3% | +24.5% | -92.8% | -71.7% |
| 1Y | -75.2% | +22.3% | -97.5% | -77.7% |
| 3Y | -81.1% | +42.4% | -123.5% | -84.2% |
| 5Y | -95.0% | -73.6% | -21.4% | -92.7% |
| All | -94.0% | -74.4% | -19.6% | -91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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