-95.0%
HTZ vs MKC
-32.7%
-62.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -3.3% | -5.1% | -7.6% |
| 7D | -14.6% | +2.3% | -16.9% | -14.9% |
| 30D | -20.8% | +8.1% | -28.9% | -22.0% |
| 3M | -18.8% | -6.4% | -12.4% | -17.7% |
| 6M | -74.7% | +1.8% | -76.5% | -75.1% |
| YTD | -68.1% | -26.9% | -41.2% | -65.3% |
| 1Y | -73.5% | -21.7% | -51.8% | -71.8% |
| 3Y | -81.8% | -18.7% | -63.1% | -80.9% |
| All | -95.0% | -32.7% | -62.3% | -93.6% |
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