-93.9%
HTZ vs MKC
-37.1%
-56.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -3.3% | -5.1% | -7.6% |
| 7D | -14.6% | +2.3% | -16.9% | -14.8% |
| 30D | -20.8% | +8.1% | -28.9% | -21.9% |
| 3M | -18.8% | -6.4% | -12.4% | -17.8% |
| 6M | -74.7% | +1.8% | -76.5% | -75.1% |
| YTD | -68.1% | -26.9% | -41.2% | -65.4% |
| 1Y | -73.5% | -21.7% | -51.8% | -71.9% |
| 3Y | -81.8% | -18.7% | -63.1% | -80.9% |
| 5Y | -95.2% | -32.8% | -62.4% | -94.2% |
| All | -93.9% | -37.1% | -56.8% | -92.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling