+221.5%
MAR vs HTZ
-92.5%
+314.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.3% | -9.1% | -0.7% |
| 7D | +1.0% | -27.4% | +28.4% | +4.0% |
| 30D | +16.2% | -11.4% | +27.6% | +17.0% |
| 3M | +23.1% | -33.1% | +56.1% | +26.7% |
| 6M | +22.0% | -73.5% | +95.5% | +35.7% |
| YTD | +39.2% | -68.1% | +107.3% | +50.2% |
| 1Y | +48.3% | -74.3% | +122.5% | +63.5% |
| 3Y | +123.4% | -80.9% | +204.3% | +139.3% |
| 5Y | +185.4% | -93.8% | +279.2% | +263.4% |
| All | +221.5% | -92.5% | +314.1% | +305.9% |
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