+376.0%
MCK vs HTZ
-90.6%
+466.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.3% | +5.6% | +0.3% |
| 7D | -3.6% | -10.4% | +6.8% | -3.6% |
| 30D | +1.4% | -2.4% | +3.8% | +1.5% |
| 3M | +13.8% | -60.9% | +74.7% | +14.1% |
| 6M | -5.2% | -50.2% | +45.1% | -5.1% |
| YTD | +9.0% | -59.7% | +68.8% | +9.2% |
| 1Y | +26.9% | -66.0% | +92.9% | +27.1% |
| 3Y | +114.7% | -87.1% | +201.8% | +119.9% |
| 5Y | +347.1% | -86.9% | +434.0% | +356.8% |
| All | +376.0% | -90.6% | +466.6% | +398.4% |
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