+115.0%
UMC vs HTZ
-60.6%
+175.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +9.2% | -11.3% | -2.7% |
| 7D | -14.7% | +18.9% | -33.6% | -15.7% |
| 30D | -32.9% | +26.3% | -59.1% | -34.1% |
| 3M | -22.2% | +49.7% | -71.8% | -25.6% |
| 6M | +25.9% | -61.1% | +87.0% | +36.1% |
| YTD | +107.9% | -56.0% | +164.0% | +119.6% |
| 1Y | +115.0% | -66.4% | +181.5% | +141.7% |
| All | +115.0% | -60.6% | +175.7% | +141.7% |
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