+35.2%
MCD vs HTZ
-91.9%
+127.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -20.8% | +20.0% | -0.1% |
| 7D | +8.0% | -7.7% | +15.8% | +8.2% |
| 30D | +19.6% | -13.1% | +32.7% | +20.0% |
| 3M | +2.2% | +14.7% | -12.5% | +1.4% |
| 6M | -1.1% | -70.6% | +69.5% | +1.4% |
| YTD | -7.2% | -65.2% | +57.9% | -5.6% |
| 1Y | -6.7% | -73.2% | +66.5% | -4.4% |
| 3Y | +11.6% | -80.8% | +92.4% | +13.7% |
| 5Y | +22.6% | -94.8% | +117.4% | +30.2% |
| All | +35.2% | -91.9% | +127.1% | +42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling