-73.5%
HTZ vs UMAC
-1.9%
-71.6%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +10.8% | -19.2% | -9.7% |
| 7D | -14.6% | -23.4% | +8.8% | -12.0% |
| 30D | -20.8% | -45.6% | +24.8% | -15.3% |
| 3M | -18.8% | -50.9% | +32.1% | -13.4% |
| 6M | -74.7% | -16.5% | -58.1% | -75.3% |
| YTD | -68.1% | -6.6% | -61.5% | -71.5% |
| 1Y | -73.5% | +10.7% | -84.2% | -78.0% |
| All | -73.5% | -1.9% | -71.6% | -78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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