-93.9%
HTZ vs ULTA
+85.8%
-179.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.8% | -7.6% | -8.0% |
| 7D | -14.6% | +0.7% | -15.3% | -14.6% |
| 30D | -20.8% | +18.2% | -39.0% | -27.2% |
| 3M | -18.8% | +19.7% | -38.5% | -25.9% |
| 6M | -74.7% | +20.5% | -95.2% | -77.4% |
| YTD | -68.1% | +6.6% | -74.7% | -69.8% |
| 1Y | -73.5% | +26.5% | -99.9% | -77.3% |
| 3Y | -81.8% | +67.0% | -148.9% | -88.0% |
| 5Y | -95.2% | +64.5% | -159.8% | -97.0% |
| All | -93.9% | +85.8% | -179.7% | -96.2% |
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