+125.3%
MRK vs HTZ
-89.5%
+214.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.3% |
| 7D | +1.3% | +7.5% | -6.1% | +1.2% |
| 30D | +17.1% | +47.4% | -30.3% | +16.5% |
| 3M | +25.9% | -54.9% | +80.8% | +26.7% |
| 6M | +26.8% | -47.0% | +73.8% | +27.2% |
| YTD | +44.9% | -55.3% | +100.2% | +45.6% |
| 1Y | +84.8% | -57.6% | +142.5% | +85.5% |
| 3Y | +50.1% | -86.6% | +136.7% | +50.6% |
| 5Y | +127.4% | -86.1% | +213.5% | +127.0% |
| All | +125.3% | -89.5% | +214.8% | +123.4% |
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 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