+46.0%
UNP vs HTZ
-92.5%
+138.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.4% | +5.8% | -2.2% |
| 7D | -4.6% | -14.6% | +10.0% | -3.9% |
| 30D | +5.6% | -20.8% | +26.4% | +6.7% |
| 3M | -1.3% | -18.8% | +17.5% | -0.9% |
| 6M | +9.2% | -74.7% | +83.9% | +16.1% |
| YTD | +27.3% | -68.1% | +95.4% | +32.4% |
| 1Y | +35.9% | -73.5% | +109.4% | +42.7% |
| 3Y | +45.5% | -81.8% | +127.3% | +50.9% |
| 5Y | +36.0% | -95.2% | +131.2% | +55.4% |
| All | +46.0% | -92.5% | +138.5% | +63.8% |
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