+21.2%
UL vs HTZ
-93.2%
+114.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +1.1% |
| 7D | +1.1% | -8.5% | +9.7% | +1.2% |
| 30D | +4.5% | -18.9% | +23.4% | +4.7% |
| 3M | +6.5% | -36.0% | +42.5% | +6.9% |
| 6M | +18.2% | -74.6% | +92.7% | +20.3% |
| YTD | +4.7% | -70.8% | +75.5% | +6.1% |
| 1Y | +0.8% | -75.3% | +76.1% | +2.4% |
| 3Y | +35.9% | -81.6% | +117.5% | +36.9% |
| 5Y | +33.4% | -94.4% | +127.8% | +37.9% |
| All | +21.2% | -93.2% | +114.4% | +27.8% |
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