+161.8%
MAR vs HTZ
-85.9%
+247.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | -4.2% | +7.5% | -11.6% | -4.9% |
| 30D | -6.7% | +47.4% | -54.1% | -11.5% |
| 3M | -12.5% | -54.9% | +42.4% | -7.2% |
| 6M | +0.6% | -47.0% | +47.6% | +3.9% |
| YTD | +9.1% | -55.3% | +64.4% | +14.6% |
| 1Y | +26.2% | -57.6% | +83.9% | +31.6% |
| 3Y | +68.2% | -86.6% | +154.8% | +104.9% |
| All | +161.8% | -85.9% | +247.7% | +234.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling