+121.2%
MRK vs HTZ
-92.5%
+213.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.4% | +8.2% | 0.0% |
| 7D | -1.9% | -14.6% | +12.7% | -1.6% |
| 30D | +2.8% | -20.8% | +23.5% | +3.1% |
| 3M | +15.0% | -18.8% | +33.8% | +15.2% |
| 6M | +30.9% | -74.7% | +105.6% | +32.6% |
| YTD | +42.3% | -68.1% | +110.4% | +43.6% |
| 1Y | +76.1% | -73.5% | +149.6% | +77.9% |
| 3Y | +54.1% | -81.8% | +135.9% | +55.8% |
| 5Y | +109.5% | -95.2% | +204.7% | +108.2% |
| All | +121.2% | -92.5% | +213.7% | +120.3% |
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