-94.8%
HTZ vs MKC
-30.6%
-64.2%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.8% | -20.0% | -20.6% |
| 7D | -7.7% | +7.0% | -14.7% | -9.0% |
| 30D | -13.1% | +11.4% | -24.5% | -15.1% |
| 3M | +14.7% | -3.7% | +18.4% | +15.4% |
| 6M | -70.6% | +5.3% | -75.9% | -71.4% |
| YTD | -65.2% | -24.4% | -40.8% | -62.5% |
| 1Y | -73.2% | -19.7% | -53.5% | -71.7% |
| 3Y | -80.8% | -16.3% | -64.5% | -80.0% |
| 5Y | -94.8% | -30.5% | -64.3% | -93.9% |
| All | -94.8% | -30.6% | -64.2% | -93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling