+117.4%
UMC vs HTZ
-92.6%
+210.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.6% | +8.1% | +7.6% |
| 7D | -9.2% | -16.4% | +7.3% | -7.7% |
| 30D | -35.1% | -15.1% | -20.0% | -34.3% |
| 3M | -20.5% | -28.2% | +7.7% | -18.8% |
| 6M | -1.7% | -73.1% | +71.3% | +6.5% |
| YTD | +92.8% | -68.3% | +161.1% | +105.2% |
| 1Y | +104.5% | -75.2% | +179.7% | +121.6% |
| 3Y | +129.8% | -81.1% | +211.0% | +143.7% |
| 5Y | +74.0% | -95.0% | +169.0% | +109.1% |
| All | +117.4% | -92.6% | +210.0% | +167.9% |
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