+1.1%
UL vs HTZ
-60.6%
+61.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +9.2% | -5.9% | +3.4% |
| 7D | +4.7% | +18.9% | -14.3% | +5.0% |
| 30D | +11.6% | +26.3% | -14.7% | +12.1% |
| 3M | +5.3% | +49.7% | -44.4% | +6.4% |
| 6M | +16.0% | -61.1% | +77.1% | +17.0% |
| YTD | +5.0% | -56.0% | +61.0% | +5.8% |
| 1Y | +1.1% | -66.4% | +67.5% | +5.4% |
| All | +1.1% | -60.6% | +61.7% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling