+62.6%
UMC vs HTZ
-95.4%
+158.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -8.4% | +11.9% | +4.3% |
| 7D | -17.0% | -14.6% | -2.4% | -15.7% |
| 30D | -40.6% | -20.8% | -19.8% | -39.4% |
| 3M | -27.9% | -18.8% | -9.1% | -27.1% |
| 6M | -7.5% | -74.7% | +67.2% | +1.6% |
| YTD | +79.3% | -68.1% | +147.4% | +91.7% |
| 1Y | +92.8% | -73.5% | +166.3% | +109.1% |
| 3Y | +108.2% | -81.8% | +190.0% | +127.0% |
| All | +62.6% | -95.4% | +158.0% | +110.8% |
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