-94.4%
HTZ vs ULTA
+90.4%
-184.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -3.4% |
| 7D | -8.5% | +2.5% | -11.0% | -9.8% |
| 30D | -18.9% | +11.5% | -30.4% | -23.2% |
| 3M | -36.0% | +28.1% | -64.2% | -43.9% |
| 6M | -74.6% | +34.2% | -108.8% | -78.6% |
| YTD | -70.8% | +9.2% | -80.0% | -72.7% |
| 1Y | -75.3% | +23.7% | -99.0% | -78.6% |
| 3Y | -81.6% | +69.2% | -150.8% | -87.9% |
| 5Y | -94.4% | +66.6% | -161.1% | -96.5% |
| All | -94.4% | +90.4% | -184.8% | -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