-91.5%
HTZ vs URA
+163.0%
-254.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.0% |
| 7D | +7.5% | +1.1% | +6.4% | +7.0% |
| 30D | +47.4% | +7.4% | +40.0% | +43.6% |
| 3M | -54.9% | -8.4% | -46.5% | -53.4% |
| 6M | -47.0% | -12.7% | -34.3% | -44.5% |
| YTD | -55.3% | +7.8% | -63.0% | -57.0% |
| 1Y | -57.6% | +19.5% | -77.1% | -62.0% |
| 3Y | -86.6% | +116.4% | -203.0% | -91.0% |
| 5Y | -86.1% | +134.3% | -220.4% | -91.4% |
| All | -91.5% | +163.0% | -254.4% | -95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling