+112.4%
UAL vs HTZ
-92.5%
+204.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -8.4% | +10.4% | +3.3% |
| 7D | +8.2% | -14.6% | +22.7% | +10.4% |
| 30D | +2.3% | -20.8% | +23.1% | +5.5% |
| 3M | -12.7% | -18.8% | +6.1% | -11.3% |
| 6M | +12.7% | -74.7% | +87.4% | +32.7% |
| YTD | +0.8% | -68.1% | +68.9% | +13.1% |
| 1Y | +17.8% | -73.5% | +91.3% | +35.8% |
| 3Y | +206.7% | -81.8% | +288.5% | +240.7% |
| 5Y | +113.9% | -95.2% | +209.1% | +203.5% |
| All | +112.4% | -92.5% | +204.9% | +190.8% |
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