+9.3%
UNH vs HTZ
-92.5%
+101.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.3% | -9.9% | -0.6% |
| 7D | -1.6% | -27.4% | +25.9% | -1.3% |
| 30D | +6.5% | -11.4% | +17.8% | +6.6% |
| 3M | +0.8% | -33.1% | +33.9% | +1.0% |
| 6M | +6.1% | -73.5% | +79.6% | +6.8% |
| YTD | +24.5% | -68.1% | +92.6% | +25.1% |
| 1Y | +26.3% | -74.3% | +100.6% | +26.8% |
| 3Y | -20.7% | -80.9% | +60.2% | -19.3% |
| 5Y | -3.6% | -93.8% | +90.2% | +1.5% |
| All | +9.3% | -92.5% | +101.9% | +16.5% |
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