-70.6%
HTZ vs UMAC
-22.6%
-48.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -17.6% | -3.2% | -18.1% |
| 7D | -7.7% | -37.8% | +30.1% | -1.4% |
| 30D | -13.1% | -52.0% | +38.9% | -4.0% |
| 3M | +14.7% | -58.3% | +73.0% | +26.5% |
| 6M | -70.6% | -21.0% | -49.6% | -72.5% |
| All | -70.6% | -22.6% | -48.0% | -72.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling