-70.8%
HTZ vs UMAC
+225.7%
-296.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -10.9% | +20.1% | +9.8% |
| 7D | +18.9% | -26.0% | +45.0% | +21.0% |
| 30D | +26.3% | -40.3% | +66.6% | +30.1% |
| 3M | +49.7% | -51.1% | +100.8% | +55.0% |
| 6M | -61.1% | -5.6% | -55.5% | -61.7% |
| YTD | -56.0% | +2.3% | -58.3% | -57.4% |
| 1Y | -66.4% | +7.9% | -74.3% | -67.7% |
| All | -70.8% | +225.7% | -296.5% | -74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling