+32.3%
MCD vs HTZ
-93.2%
+125.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.5% |
| 7D | -1.6% | -8.5% | +6.9% | -1.4% |
| 30D | +14.1% | -18.9% | +33.0% | +14.7% |
| 3M | +0.6% | -36.0% | +36.6% | +1.7% |
| 6M | 0.0% | -74.6% | +74.6% | +3.0% |
| YTD | -9.3% | -70.8% | +61.5% | -7.2% |
| 1Y | -9.3% | -75.3% | +66.0% | -6.8% |
| 3Y | +8.6% | -81.6% | +90.2% | +10.5% |
| 5Y | +21.9% | -94.4% | +116.3% | +29.3% |
| All | +32.3% | -93.2% | +125.5% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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