+34.3%
UL vs HTZ
-94.7%
+129.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -20.8% | +22.0% | +1.4% |
| 7D | +5.5% | -7.7% | +13.2% | +5.6% |
| 30D | +11.4% | -13.1% | +24.5% | +11.5% |
| 3M | +6.0% | +14.7% | -8.8% | +5.5% |
| 6M | +18.0% | -70.6% | +88.6% | +20.0% |
| YTD | +6.2% | -65.2% | +71.4% | +7.4% |
| 1Y | +1.5% | -73.2% | +74.7% | +3.2% |
| 3Y | +39.8% | -80.8% | +120.6% | +41.5% |
| 5Y | +34.3% | -94.8% | +129.1% | +41.1% |
| All | +34.3% | -94.7% | +129.1% | +41.1% |
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