-61.5%
MARA vs HTZ
-90.1%
+28.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -5.0% | +9.6% | +6.1% |
| 7D | +15.6% | -2.5% | +18.1% | +16.3% |
| 30D | +17.2% | -3.7% | +21.0% | +16.5% |
| 3M | -14.2% | -57.0% | +42.8% | +3.0% |
| 6M | +47.7% | -47.0% | +94.7% | +61.7% |
| YTD | +31.7% | -57.5% | +89.2% | +54.5% |
| 1Y | -22.2% | -63.5% | +41.3% | -8.4% |
| 3Y | +8.4% | -86.3% | +94.8% | +80.0% |
| 5Y | -68.3% | -86.8% | +18.5% | -31.7% |
| All | -61.5% | -90.1% | +28.6% | -24.2% |
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