+129.8%
UAL vs HTZ
-86.4%
+216.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +2.4% |
| 7D | +0.7% | +7.5% | -6.8% | 0.0% |
| 30D | -16.1% | +47.4% | -63.5% | -20.2% |
| 3M | +6.1% | -54.9% | +61.0% | +12.4% |
| 6M | +10.8% | -47.0% | +57.9% | +14.6% |
| YTD | -0.4% | -55.3% | +54.9% | +5.0% |
| 1Y | +5.0% | -57.6% | +62.7% | +9.9% |
| All | +129.8% | -86.4% | +216.2% | +179.4% |
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 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