+49.3%
MTZ vs HTZ
-91.9%
+141.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -20.8% | +15.6% | -3.4% |
| 7D | -10.6% | -7.7% | -2.9% | -10.3% |
| 30D | -30.4% | -13.1% | -17.3% | -29.9% |
| 3M | -40.4% | +14.7% | -55.2% | -42.1% |
| 6M | -63.7% | -70.6% | +6.9% | -60.6% |
| YTD | -26.9% | -65.2% | +38.3% | -22.7% |
| 1Y | -20.2% | -73.2% | +53.0% | -13.7% |
| 3Y | +208.1% | -80.8% | +289.0% | +227.7% |
| 5Y | +69.4% | -94.8% | +164.2% | +105.6% |
| All | +49.3% | -91.9% | +141.2% | +79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling