+218.6%
UMC vs HTZ
-90.1%
+308.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -5.0% | +10.1% | +5.4% |
| 7D | +6.6% | -2.5% | +9.1% | +6.8% |
| 30D | +16.6% | -3.7% | +20.3% | +16.4% |
| 3M | +11.0% | -57.0% | +68.0% | +16.1% |
| 6M | +131.3% | -47.0% | +178.3% | +137.2% |
| YTD | +182.5% | -57.5% | +240.0% | +194.2% |
| 1Y | +222.3% | -63.5% | +285.7% | +236.9% |
| 3Y | +253.0% | -86.3% | +339.4% | +305.6% |
| 5Y | +141.8% | -86.8% | +228.6% | +170.1% |
| All | +218.6% | -90.1% | +308.7% | +284.2% |
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