+23.4%
MCD vs HTZ
-93.6%
+117.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.3% | -11.9% | -2.9% |
| 7D | -1.9% | -27.4% | +25.5% | -1.0% |
| 30D | +16.6% | -11.4% | +28.0% | +16.9% |
| 3M | +0.9% | -33.1% | +34.0% | +1.9% |
| 6M | +1.5% | -73.5% | +75.0% | +4.5% |
| YTD | -8.3% | -68.1% | +59.8% | -6.4% |
| 1Y | -8.1% | -74.3% | +66.2% | -5.7% |
| 3Y | +10.3% | -80.9% | +91.2% | +12.7% |
| 5Y | +23.4% | -93.8% | +117.2% | +34.3% |
| All | +23.4% | -93.6% | +117.1% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling