+476.4%
MCK vs HTZ
-92.5%
+569.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.3% | -9.6% | -0.3% |
| 7D | +1.0% | -27.4% | +28.4% | +1.1% |
| 30D | +13.0% | -11.4% | +24.3% | +13.0% |
| 3M | +19.9% | -33.1% | +52.9% | +20.0% |
| 6M | +49.2% | -73.5% | +122.7% | +49.7% |
| YTD | +32.0% | -68.1% | +100.1% | +32.3% |
| 1Y | +26.6% | -74.3% | +100.9% | +27.0% |
| 3Y | +133.2% | -80.9% | +214.0% | +133.7% |
| 5Y | +397.2% | -93.8% | +491.0% | +414.0% |
| All | +476.4% | -92.5% | +569.0% | +503.9% |
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