-86.4%
HTZ vs ULTA
+47.1%
-133.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | +0.1% | +0.7% |
| 7D | +7.5% | +9.0% | -1.5% | +2.8% |
| 30D | +47.4% | +4.6% | +42.9% | +44.0% |
| 3M | -54.9% | +22.0% | -76.9% | -60.3% |
| 6M | -47.0% | -14.7% | -32.3% | -43.4% |
| YTD | -55.3% | -6.8% | -48.5% | -54.7% |
| 1Y | -57.6% | +6.5% | -64.2% | -60.5% |
| 3Y | -86.6% | +35.6% | -122.2% | -90.0% |
| All | -86.4% | +47.1% | -133.5% | -89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling