+49.4%
UNP vs HTZ
-92.6%
+142.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.4% |
| 7D | -3.3% | -16.4% | +13.2% | -2.4% |
| 30D | +6.7% | -15.1% | +21.8% | +7.4% |
| 3M | +1.8% | -28.2% | +30.0% | +3.0% |
| 6M | +13.3% | -73.1% | +86.4% | +19.9% |
| YTD | +30.3% | -68.3% | +98.6% | +35.5% |
| 1Y | +36.9% | -75.2% | +112.2% | +44.4% |
| 3Y | +50.9% | -81.1% | +132.1% | +55.9% |
| 5Y | +37.9% | -95.0% | +132.9% | +57.2% |
| All | +49.4% | -92.6% | +142.0% | +67.7% |
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