+19.9%
UL vs HTZ
-92.5%
+112.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.4% | +5.9% | -2.4% |
| 7D | +1.1% | -14.6% | +15.7% | +1.3% |
| 30D | +8.2% | -20.8% | +29.0% | +8.5% |
| 3M | +4.5% | -18.8% | +23.4% | +4.6% |
| 6M | +12.6% | -74.7% | +87.2% | +14.7% |
| YTD | +3.5% | -68.1% | +71.6% | +4.8% |
| 1Y | -0.4% | -73.5% | +73.1% | +1.2% |
| 3Y | +36.0% | -81.8% | +117.8% | +37.4% |
| 5Y | +30.9% | -95.2% | +126.2% | +35.7% |
| All | +19.9% | -92.5% | +112.4% | +26.2% |
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