+177.5%
MAR vs HTZ
-94.3%
+271.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -8.0% | +10.6% | +3.5% |
| 7D | +2.9% | -27.5% | +30.4% | +6.0% |
| 30D | +17.0% | -21.9% | +38.9% | +19.5% |
| 3M | +23.2% | -29.2% | +52.4% | +26.0% |
| 6M | +21.7% | -75.2% | +97.0% | +37.0% |
| YTD | +38.9% | -70.8% | +109.7% | +51.8% |
| 1Y | +48.7% | -76.1% | +124.8% | +66.0% |
| 3Y | +122.9% | -82.5% | +205.4% | +146.0% |
| 5Y | +177.5% | -94.1% | +271.6% | +295.3% |
| All | +177.5% | -94.3% | +271.8% | +295.3% |
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