+31.9%
UL vs HTZ
-95.0%
+126.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.9% |
| 7D | +0.3% | -16.4% | +16.7% | +0.4% |
| 30D | +7.0% | -15.1% | +22.1% | +7.1% |
| 3M | +5.8% | -28.2% | +34.0% | +6.0% |
| 6M | +16.1% | -73.1% | +89.2% | +18.2% |
| YTD | +4.5% | -68.3% | +72.8% | +5.8% |
| 1Y | -1.3% | -75.2% | +73.9% | +0.5% |
| 3Y | +35.0% | -81.1% | +116.1% | +36.3% |
| 5Y | +31.9% | -95.0% | +126.9% | +38.5% |
| All | +31.9% | -95.0% | +126.9% | +38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling