-93.1%
HTZ vs URA
+32.3%
-125.3%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.1% | +10.2% | +9.6% |
| 7D | +18.9% | -10.5% | +29.5% | +24.4% |
| 30D | +26.3% | -18.6% | +44.9% | +37.5% |
| 3M | +49.7% | -23.0% | +72.7% | +66.9% |
| 6M | -61.1% | -40.3% | -20.8% | -52.0% |
| YTD | -56.0% | -23.5% | -32.6% | -51.6% |
| 1Y | -66.4% | -31.1% | -35.3% | -61.6% |
| 3Y | -75.8% | +38.3% | -114.1% | -81.5% |
| 5Y | -93.1% | +34.6% | -127.7% | -94.9% |
| All | -93.1% | +32.3% | -125.3% | -94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling