-34.4%
UPS vs HTZ
-92.5%
+58.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.4% | +5.9% | -1.8% |
| 7D | 0.0% | -14.6% | +14.6% | +1.2% |
| 30D | +17.3% | -20.8% | +38.1% | +19.2% |
| 3M | +6.6% | -18.8% | +25.4% | +7.3% |
| 6M | +12.0% | -74.7% | +86.7% | +23.1% |
| YTD | +14.4% | -68.1% | +82.5% | +21.9% |
| 1Y | +23.3% | -73.5% | +96.8% | +33.5% |
| 3Y | -9.6% | -81.8% | +72.2% | -3.9% |
| 5Y | -34.1% | -95.2% | +61.1% | -23.7% |
| All | -34.4% | -92.5% | +58.1% | -25.8% |
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