-94.4%
HTZ vs ULTA
+91.5%
-185.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.1% | -7.9% | -7.9% |
| 7D | -27.5% | +4.6% | -32.2% | -29.0% |
| 30D | -21.9% | +16.5% | -38.4% | -27.7% |
| 3M | -29.2% | +21.1% | -50.3% | -36.0% |
| 6M | -75.2% | +27.4% | -102.6% | -78.5% |
| YTD | -70.8% | +9.8% | -80.6% | -72.8% |
| 1Y | -76.1% | +28.6% | -104.7% | -79.8% |
| 3Y | -82.5% | +70.5% | -153.0% | -88.5% |
| 5Y | -94.1% | +69.8% | -163.9% | -96.3% |
| All | -94.4% | +91.5% | -185.9% | -96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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