+217.0%
MAR vs HTZ
-93.2%
+310.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.1% |
| 7D | +1.6% | -8.5% | +10.1% | +2.4% |
| 30D | +13.8% | -18.9% | +32.7% | +15.6% |
| 3M | +20.3% | -36.0% | +56.3% | +24.7% |
| 6M | +21.3% | -74.6% | +95.9% | +35.4% |
| YTD | +37.2% | -70.8% | +108.0% | +49.4% |
| 1Y | +48.4% | -75.3% | +123.7% | +64.2% |
| 3Y | +120.1% | -81.6% | +201.7% | +135.4% |
| 5Y | +182.1% | -94.4% | +276.5% | +262.8% |
| All | +217.0% | -93.2% | +310.2% | +303.7% |
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