-74.9%
HTZ vs ULTA
+70.0%
-145.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +4.1% | +5.1% | +7.3% |
| 7D | +18.9% | +6.7% | +12.3% | +15.5% |
| 30D | +26.3% | +21.7% | +4.5% | +15.6% |
| 3M | +49.7% | +21.5% | +28.2% | +37.2% |
| 6M | -61.1% | +27.5% | -88.6% | -65.5% |
| YTD | -56.0% | +9.2% | -65.2% | -58.3% |
| 1Y | -66.4% | +27.9% | -94.3% | -70.7% |
| All | -74.9% | +70.0% | -145.0% | -86.6% |
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 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