+122.5%
UMC vs HTZ
-85.9%
+208.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +4.5% |
| 7D | +5.0% | +7.5% | -2.5% | +4.4% |
| 30D | +7.7% | +47.4% | -39.8% | +3.7% |
| 3M | +1.7% | -54.9% | +56.6% | +5.9% |
| 6M | +113.9% | -47.0% | +160.9% | +119.3% |
| YTD | +168.9% | -55.3% | +224.2% | +178.8% |
| 1Y | +207.2% | -57.6% | +264.8% | +216.9% |
| 3Y | +227.7% | -86.6% | +314.3% | +281.9% |
| All | +122.5% | -85.9% | +208.4% | +153.3% |
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