+93.7%
MA vs HTZ
-94.7%
+188.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -20.8% | +18.3% | -1.3% |
| 7D | +3.2% | -7.7% | +10.9% | +3.5% |
| 30D | +15.9% | -13.1% | +29.1% | +16.6% |
| 3M | +15.2% | +14.7% | +0.4% | +13.0% |
| 6M | +32.4% | -70.6% | +103.0% | +40.2% |
| YTD | +15.6% | -65.2% | +80.8% | +19.9% |
| 1Y | +19.3% | -73.2% | +92.5% | +26.0% |
| 3Y | +73.0% | -80.8% | +153.8% | +82.1% |
| 5Y | +93.7% | -94.8% | +188.5% | +129.2% |
| All | +93.7% | -94.7% | +188.5% | +129.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 5y: compounded portfolio wealth divided by compounded HTZ 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…
5y analysis · Full analysis span regression · 6 months rolling