+158.5%
MAR vs HTZ
-95.0%
+253.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -20.8% | +19.0% | +0.4% |
| 7D | +4.4% | -7.7% | +12.1% | +5.0% |
| 30D | +15.5% | -13.1% | +28.6% | +16.7% |
| 3M | +15.7% | +14.7% | +1.0% | +11.7% |
| 6M | +18.2% | -70.6% | +88.8% | +30.7% |
| YTD | +35.3% | -65.2% | +100.5% | +45.3% |
| 1Y | +48.6% | -73.2% | +121.8% | +64.1% |
| 3Y | +124.3% | -80.8% | +205.2% | +147.9% |
| All | +158.5% | -95.0% | +253.5% | +267.0% |
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