-32.7%
UPS vs HTZ
-93.2%
+60.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.0% | +8.1% | +0.7% |
| 7D | +1.7% | -27.5% | +29.3% | +4.2% |
| 30D | +17.4% | -21.9% | +39.3% | +19.5% |
| 3M | +7.7% | -29.2% | +37.0% | +9.7% |
| 6M | +13.8% | -75.2% | +89.0% | +25.2% |
| YTD | +17.3% | -70.8% | +88.1% | +25.9% |
| 1Y | +27.2% | -76.1% | +103.3% | +38.8% |
| 3Y | -5.6% | -82.5% | +76.9% | +0.3% |
| 5Y | -33.5% | -94.1% | +60.6% | -22.3% |
| All | -32.7% | -93.2% | +60.5% | -23.4% |
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