-73.2%
HTZ vs ULTA
+25.8%
-99.0%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -1.6% | -19.1% | -20.1% |
| 7D | -7.7% | +0.2% | -8.0% | -7.6% |
| 30D | -13.1% | +18.7% | -31.8% | -17.7% |
| 3M | +14.7% | +20.5% | -5.7% | +8.3% |
| 6M | -70.6% | +22.0% | -92.6% | -71.8% |
| YTD | -65.2% | +7.4% | -72.6% | -65.7% |
| 1Y | -73.2% | +24.5% | -97.7% | -75.6% |
| All | -73.2% | +25.8% | -99.0% | -75.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling