+53.0%
UNP vs HTZ
-93.0%
+146.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.1% | +6.8% | +1.0% |
| 7D | +2.1% | -14.0% | +16.1% | +2.8% |
| 30D | +7.7% | -19.8% | +27.5% | +8.7% |
| 3M | +4.0% | -45.0% | +49.0% | +6.8% |
| 6M | +15.7% | -73.2% | +88.9% | +22.3% |
| YTD | +33.5% | -70.0% | +103.5% | +39.1% |
| 1Y | +38.9% | -75.7% | +114.7% | +46.6% |
| 3Y | +53.7% | -82.1% | +135.7% | +58.9% |
| 5Y | +40.4% | -94.3% | +134.7% | +59.2% |
| All | +53.0% | -93.0% | +146.0% | +72.2% |
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