+122.9%
MTZ vs HTZ
-89.5%
+212.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +2.0% |
| 7D | -1.6% | +7.5% | -9.1% | -2.2% |
| 30D | -11.1% | +47.4% | -58.5% | -15.0% |
| 3M | -36.7% | -54.9% | +18.2% | -33.5% |
| 6M | -21.9% | -47.0% | +25.1% | -19.8% |
| YTD | +9.1% | -55.3% | +64.4% | +13.5% |
| 1Y | +30.0% | -57.6% | +87.6% | +34.4% |
| 3Y | +138.5% | -86.6% | +225.1% | +176.3% |
| 5Y | +158.3% | -86.1% | +244.5% | +184.7% |
| All | +122.9% | -89.5% | +212.4% | +162.9% |
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