-32.7%
UPS vs HTZ
-91.9%
+59.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -20.8% | +17.9% | -1.2% |
| 7D | +3.5% | -7.7% | +11.2% | +4.0% |
| 30D | +19.3% | -13.1% | +32.4% | +20.3% |
| 3M | +4.7% | +14.7% | -10.0% | +1.9% |
| 6M | +17.0% | -70.6% | +87.6% | +26.9% |
| YTD | +17.3% | -65.2% | +82.4% | +24.1% |
| 1Y | +27.4% | -73.2% | +100.5% | +37.8% |
| 3Y | -7.7% | -80.8% | +73.1% | -2.1% |
| 5Y | -32.4% | -94.8% | +62.3% | -22.3% |
| All | -32.7% | -91.9% | +59.1% | -24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling