-5.7%
HUM vs HTZ
-89.5%
+83.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.2% |
| 7D | +4.2% | +7.5% | -3.3% | +4.0% |
| 30D | +10.4% | +47.4% | -37.1% | +9.7% |
| 3M | +15.1% | -54.9% | +70.0% | +16.0% |
| 6M | +120.9% | -47.0% | +167.9% | +121.6% |
| YTD | +57.9% | -55.3% | +113.2% | +58.8% |
| 1Y | +30.6% | -57.6% | +88.2% | +31.1% |
| 3Y | -9.6% | -86.6% | +77.0% | -5.9% |
| 5Y | +1.6% | -86.1% | +87.7% | +7.5% |
| All | -5.7% | -89.5% | +83.8% | -3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling