-91.6%
HTZ vs ULTA
+90.4%
-182.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +4.1% | +5.1% | +7.0% |
| 7D | +18.9% | +6.7% | +12.3% | +15.0% |
| 30D | +26.3% | +21.7% | +4.5% | +13.9% |
| 3M | +49.7% | +21.5% | +28.2% | +35.1% |
| 6M | -61.1% | +27.5% | -88.6% | -66.4% |
| YTD | -56.0% | +9.2% | -65.2% | -59.0% |
| 1Y | -66.4% | +27.9% | -94.3% | -71.5% |
| 3Y | -75.8% | +71.2% | -147.0% | -84.2% |
| 5Y | -93.1% | +73.4% | -166.5% | -95.7% |
| All | -91.6% | +90.4% | -182.0% | -94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling