-91.6%
HTZ vs UPST
-81.4%
-10.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +9.4% | -0.2% | +7.3% |
| 7D | +18.9% | -3.1% | +22.1% | +19.6% |
| 30D | +26.3% | -4.0% | +30.2% | +27.0% |
| 3M | +49.7% | -22.9% | +72.6% | +56.6% |
| 6M | -61.1% | -27.1% | -34.0% | -59.4% |
| YTD | -56.0% | -46.5% | -9.5% | -51.8% |
| 1Y | -66.4% | -49.4% | -17.0% | -62.9% |
| 3Y | -75.8% | -22.9% | -52.9% | -78.1% |
| 5Y | -93.1% | -92.7% | -0.3% | -91.7% |
| All | -91.6% | -81.4% | -10.2% | -90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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