+257.2%
URI vs HTZ
-93.2%
+350.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.0% | +5.9% | -1.1% |
| 7D | -6.0% | -27.5% | +21.6% | -2.6% |
| 30D | +4.6% | -21.9% | +26.5% | +7.3% |
| 3M | -2.7% | -29.2% | +26.5% | 0.0% |
| 6M | +18.4% | -75.2% | +93.6% | +35.2% |
| YTD | +37.4% | -70.8% | +108.2% | +50.9% |
| 1Y | +30.4% | -76.1% | +106.5% | +47.0% |
| 3Y | +147.9% | -82.5% | +230.4% | +167.6% |
| 5Y | +202.1% | -94.1% | +296.2% | +302.0% |
| All | +257.2% | -93.2% | +350.4% | +377.1% |
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