+57.7%
MRSH vs HTZ
-93.0%
+150.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.1% | +5.2% | -0.7% |
| 7D | -1.8% | -14.0% | +12.2% | -1.5% |
| 30D | +16.2% | -19.8% | +36.0% | +16.7% |
| 3M | +9.5% | -45.0% | +54.5% | +10.7% |
| 6M | +27.3% | -73.2% | +100.6% | +30.4% |
| YTD | +13.3% | -70.0% | +83.3% | +15.2% |
| 1Y | +15.0% | -75.7% | +90.7% | +17.6% |
| 3Y | +8.1% | -82.1% | +90.1% | +9.5% |
| 5Y | +33.7% | -94.3% | +128.0% | +43.9% |
| All | +57.7% | -93.0% | +150.7% | +71.1% |
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