+7.1%
UNH vs HTZ
-89.5%
+96.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.3% | -1.0% |
| 7D | +1.1% | +7.5% | -6.4% | +1.0% |
| 30D | -3.8% | +47.4% | -51.2% | -4.0% |
| 3M | +0.7% | -54.9% | +55.6% | +1.1% |
| 6M | +37.9% | -47.0% | +84.9% | +38.2% |
| YTD | +21.9% | -55.3% | +77.2% | +22.3% |
| 1Y | +31.4% | -57.6% | +89.0% | +31.8% |
| 3Y | -11.4% | -86.6% | +75.2% | -7.2% |
| 5Y | +2.5% | -86.1% | +88.6% | +7.3% |
| All | +7.1% | -89.5% | +96.6% | +13.8% |
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 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