-66.4%
HTZ vs MKC
-18.2%
-48.2%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +5.4% | +3.7% | +9.3% |
| 7D | +18.9% | +9.6% | +9.4% | +19.4% |
| 30D | +26.3% | +12.0% | +14.2% | +27.1% |
| 3M | +49.7% | -2.0% | +51.7% | +48.9% |
| 6M | -61.1% | +7.2% | -68.3% | -61.5% |
| YTD | -56.0% | -23.7% | -32.3% | -52.0% |
| 1Y | -66.4% | -18.3% | -48.1% | -64.9% |
| All | -66.4% | -18.2% | -48.2% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling