+212.5%
MAR vs HTZ
-92.6%
+305.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | +0.2% | -16.4% | +16.6% | +1.7% |
| 30D | +14.0% | -15.1% | +29.1% | +15.4% |
| 3M | +18.1% | -28.2% | +46.3% | +20.7% |
| 6M | +18.6% | -73.1% | +91.6% | +31.8% |
| YTD | +35.3% | -68.3% | +103.6% | +46.2% |
| 1Y | +44.5% | -75.2% | +119.7% | +60.1% |
| 3Y | +120.7% | -81.1% | +201.8% | +137.1% |
| 5Y | +164.1% | -95.0% | +259.1% | +240.7% |
| All | +212.5% | -92.6% | +305.1% | +295.1% |
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