-91.6%
HTZ vs MTCH
-73.8%
-17.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +4.4% | +4.7% | +7.4% |
| 7D | +18.9% | -4.4% | +23.3% | +20.7% |
| 30D | +26.3% | -0.3% | +26.6% | +26.0% |
| 3M | +49.7% | -2.0% | +51.7% | +49.1% |
| 6M | -61.1% | +6.4% | -67.5% | -62.8% |
| YTD | -56.0% | +27.3% | -83.4% | -61.2% |
| 1Y | -66.4% | +30.3% | -96.8% | -70.7% |
| 3Y | -75.8% | +43.0% | -118.7% | -79.9% |
| 5Y | -93.1% | -73.2% | -19.9% | -89.9% |
| All | -91.6% | -73.8% | -17.8% | -88.0% |
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