+212.0%
MAR vs HTZ
-92.5%
+304.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.4% | +8.2% | +0.7% |
| 7D | +4.3% | -14.6% | +18.9% | +5.7% |
| 30D | +16.8% | -20.8% | +37.6% | +19.0% |
| 3M | +16.0% | -18.8% | +34.8% | +16.9% |
| 6M | +16.5% | -74.7% | +91.1% | +30.3% |
| YTD | +35.0% | -68.1% | +103.1% | +45.9% |
| 1Y | +49.4% | -73.5% | +122.9% | +64.3% |
| 3Y | +124.1% | -81.8% | +205.9% | +142.8% |
| 5Y | +159.2% | -95.2% | +254.4% | +235.0% |
| All | +212.0% | -92.5% | +304.5% | +294.2% |
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 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