+488.7%
MCK vs HTZ
-93.2%
+581.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.6% | +5.0% | +2.4% |
| 7D | +4.0% | -8.5% | +12.5% | +4.0% |
| 30D | +12.9% | -18.9% | +31.8% | +13.0% |
| 3M | +28.9% | -36.0% | +64.9% | +29.0% |
| 6M | +49.9% | -74.6% | +124.5% | +50.5% |
| YTD | +34.8% | -70.8% | +105.7% | +35.2% |
| 1Y | +30.8% | -75.3% | +106.1% | +31.3% |
| 3Y | +137.4% | -81.6% | +219.0% | +137.6% |
| 5Y | +403.3% | -94.4% | +497.8% | +420.6% |
| All | +488.7% | -93.2% | +581.9% | +517.0% |
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