+200.6%
UAL vs HTZ
-81.0%
+281.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -20.8% | +16.2% | -2.4% |
| 7D | +5.0% | -7.7% | +12.8% | +5.8% |
| 30D | -1.2% | -13.1% | +11.9% | 0.0% |
| 3M | -16.8% | +14.7% | -31.5% | -18.9% |
| 6M | +18.0% | -70.6% | +88.6% | +30.0% |
| YTD | -1.2% | -65.2% | +64.0% | +6.2% |
| 1Y | +14.3% | -73.2% | +87.5% | +25.7% |
| All | +200.6% | -81.0% | +281.5% | +244.5% |
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 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