-70.2%
HTZ vs UMAC
+494.0%
-564.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +1.5% |
| 7D | +7.5% | -0.9% | +8.4% | +7.5% |
| 30D | +47.4% | -7.7% | +55.1% | +47.3% |
| 3M | -54.9% | -26.4% | -28.5% | -54.6% |
| 6M | -47.0% | +61.9% | -108.9% | -49.7% |
| YTD | -55.3% | +86.5% | -141.8% | -58.1% |
| 1Y | -57.6% | +156.3% | -214.0% | -61.5% |
| All | -70.2% | +494.0% | -564.2% | -75.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling