+218.1%
MAR vs HTZ
-93.0%
+311.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.1% | +5.0% | -0.4% |
| 7D | +1.8% | -14.0% | +15.7% | +3.2% |
| 30D | +14.3% | -19.8% | +34.1% | +16.2% |
| 3M | +20.0% | -45.0% | +65.0% | +26.2% |
| 6M | +21.7% | -73.2% | +95.0% | +35.1% |
| YTD | +37.7% | -70.0% | +107.7% | +49.5% |
| 1Y | +46.8% | -75.7% | +122.5% | +62.8% |
| 3Y | +121.0% | -82.1% | +203.1% | +138.2% |
| 5Y | +183.1% | -94.3% | +277.4% | +263.2% |
| All | +218.1% | -93.0% | +311.1% | +304.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling