-91.5%
HTZ vs MTCH
-72.9%
-18.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.7% | +1.9% |
| 7D | +7.5% | +0.7% | +6.8% | +7.1% |
| 30D | +47.4% | +9.7% | +37.7% | +41.2% |
| 3M | -54.9% | +21.1% | -76.0% | -58.9% |
| 6M | -47.0% | +37.5% | -84.5% | -54.2% |
| YTD | -55.3% | +31.9% | -87.2% | -60.9% |
| 1Y | -57.6% | +14.6% | -72.2% | -60.9% |
| 3Y | -86.6% | -6.2% | -80.4% | -87.1% |
| 5Y | -86.1% | -70.6% | -15.5% | -80.6% |
| All | -91.5% | -72.9% | -18.6% | -87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling