-86.4%
HTZ vs MKC
-33.7%
-52.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | +7.5% | -5.9% | +13.4% | +8.8% |
| 30D | +47.4% | -0.9% | +48.3% | +47.3% |
| 3M | -54.9% | +12.7% | -67.6% | -56.7% |
| 6M | -47.0% | -19.3% | -27.7% | -43.9% |
| YTD | -55.3% | -22.2% | -33.1% | -52.2% |
| 1Y | -57.6% | -23.3% | -34.3% | -54.6% |
| 3Y | -86.6% | -30.0% | -56.6% | -85.5% |
| All | -86.4% | -33.7% | -52.7% | -82.3% |
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