-32.8%
UPS vs HTZ
-92.6%
+59.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.5% |
| 7D | +1.1% | -16.4% | +17.5% | +2.4% |
| 30D | +17.3% | -15.1% | +32.4% | +18.6% |
| 3M | +7.9% | -28.2% | +36.1% | +9.8% |
| 6M | +13.7% | -73.1% | +86.8% | +24.2% |
| YTD | +17.2% | -68.3% | +85.5% | +25.0% |
| 1Y | +23.2% | -75.2% | +98.5% | +34.3% |
| 3Y | -5.9% | -81.1% | +75.3% | -0.5% |
| 5Y | -33.1% | -95.0% | +61.9% | -22.4% |
| All | -32.8% | -92.6% | +59.8% | -23.9% |
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