+139.7%
UMC vs HTZ
-81.9%
+221.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.1% | +4.1% | -1.7% |
| 7D | +17.8% | -14.0% | +31.8% | +18.6% |
| 30D | -29.6% | -19.8% | -9.8% | -28.7% |
| 3M | -18.4% | -45.0% | +26.6% | -16.2% |
| 6M | -0.1% | -73.2% | +73.1% | +4.7% |
| YTD | +104.0% | -70.0% | +174.1% | +112.5% |
| 1Y | +121.5% | -75.7% | +197.2% | +132.3% |
| All | +139.7% | -81.9% | +221.6% | +156.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling