+2.1%
HUM vs HTZ
-92.5%
+94.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -8.4% | +13.7% | +5.4% |
| 7D | +4.6% | -14.6% | +19.2% | +4.8% |
| 30D | +9.6% | -20.8% | +30.4% | +9.9% |
| 3M | +18.4% | -18.8% | +37.2% | +18.5% |
| 6M | +76.9% | -74.7% | +151.6% | +79.7% |
| YTD | +71.0% | -68.1% | +139.1% | +72.5% |
| 1Y | +75.0% | -73.5% | +148.5% | +76.8% |
| 3Y | -7.7% | -81.8% | +74.1% | -6.4% |
| 5Y | +0.6% | -95.2% | +95.8% | +4.6% |
| All | +2.1% | -92.5% | +94.6% | +5.4% |
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