+58.5%
MKSI vs HTZ
-89.5%
+148.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +2.9% | +4.1% |
| 7D | +1.8% | +7.5% | -5.7% | +0.7% |
| 30D | -16.8% | +47.4% | -64.2% | -22.8% |
| 3M | -21.1% | -54.9% | +33.8% | -14.1% |
| 6M | +10.8% | -47.0% | +57.9% | +16.3% |
| YTD | +63.3% | -55.3% | +118.6% | +75.3% |
| 1Y | +157.0% | -57.6% | +214.6% | +171.9% |
| 3Y | +163.7% | -86.6% | +250.3% | +236.3% |
| 5Y | +82.0% | -86.1% | +168.1% | +136.4% |
| All | +58.5% | -89.5% | +148.0% | +111.0% |
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 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