-5.3%
HUM vs HTZ
-90.1%
+84.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.0% | +5.4% | +0.5% |
| 7D | +2.1% | -2.5% | +4.5% | +2.1% |
| 30D | +4.7% | -3.7% | +8.4% | +4.7% |
| 3M | +13.5% | -57.0% | +70.5% | +14.5% |
| 6M | +126.7% | -47.0% | +173.6% | +127.4% |
| YTD | +58.5% | -57.5% | +116.0% | +59.5% |
| 1Y | +31.7% | -63.5% | +95.2% | +32.5% |
| 3Y | -10.6% | -86.3% | +75.7% | -7.2% |
| 5Y | +2.5% | -86.8% | +89.2% | +8.6% |
| All | -5.3% | -90.1% | +84.7% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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