-11.8%
HUM vs HTZ
-85.8%
+74.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.2% |
| 7D | +4.2% | +7.5% | -3.3% | +4.1% |
| 30D | +10.4% | +47.4% | -37.1% | +10.4% |
| 3M | +15.1% | -54.9% | +70.0% | +15.2% |
| 6M | +120.9% | -47.0% | +167.9% | +120.8% |
| YTD | +57.9% | -55.3% | +113.2% | +57.8% |
| 1Y | +30.6% | -57.6% | +88.2% | +30.4% |
| All | -11.8% | -85.8% | +74.0% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling