+48.7%
MAR vs HTZ
-77.9%
+126.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -8.0% | +10.6% | +3.2% |
| 7D | +2.9% | -27.5% | +30.4% | +5.1% |
| 30D | +17.0% | -21.9% | +38.9% | +18.8% |
| 3M | +23.2% | -29.2% | +52.4% | +25.1% |
| 6M | +21.7% | -75.2% | +97.0% | +36.2% |
| YTD | +38.9% | -70.8% | +109.7% | +49.7% |
| 1Y | +48.7% | -76.1% | +124.8% | +65.9% |
| All | +48.7% | -77.9% | +126.5% | +65.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling