+7.9%
UNH vs HTZ
-92.6%
+100.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.9% |
| 7D | -0.7% | -16.4% | +15.7% | -0.6% |
| 30D | +4.8% | -15.1% | +19.9% | +5.0% |
| 3M | -1.7% | -28.2% | +26.5% | -1.5% |
| 6M | +5.9% | -73.1% | +78.9% | +6.6% |
| YTD | +22.8% | -68.3% | +91.1% | +23.4% |
| 1Y | +25.9% | -75.2% | +101.1% | +26.4% |
| 3Y | -21.4% | -81.1% | +59.7% | -20.0% |
| 5Y | -6.3% | -95.0% | +88.7% | -1.2% |
| All | +7.9% | -92.6% | +100.5% | +14.9% |
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