+120.5%
URI vs HTZ
-86.4%
+207.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.5% |
| 7D | -2.0% | +7.5% | -9.5% | -2.5% |
| 30D | -12.9% | +47.4% | -60.4% | -16.2% |
| 3M | -6.7% | -54.9% | +48.2% | -2.5% |
| 6M | +19.0% | -47.0% | +66.0% | +21.0% |
| YTD | +25.5% | -55.3% | +80.8% | +29.6% |
| 1Y | +5.5% | -57.6% | +63.2% | +8.3% |
| All | +120.5% | -86.4% | +207.0% | +158.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling