-86.5%
HTZ vs ULTA
+35.9%
-122.5%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | +0.1% | +0.7% |
| 7D | +7.5% | +9.0% | -1.5% | +3.3% |
| 30D | +47.4% | +4.6% | +42.9% | +44.5% |
| 3M | -54.9% | +22.0% | -76.9% | -59.6% |
| 6M | -47.0% | -14.7% | -32.3% | -43.4% |
| YTD | -55.3% | -6.8% | -48.5% | -54.5% |
| 1Y | -57.6% | +6.5% | -64.2% | -60.0% |
| All | -86.5% | +35.9% | -122.5% | -91.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling