+263.3%
URI vs HTZ
-89.7%
+353.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +9.2% | -13.6% | -5.5% |
| 7D | -4.3% | +18.9% | -23.3% | -6.4% |
| 30D | +4.6% | +26.3% | -21.6% | +1.3% |
| 3M | -2.1% | +49.7% | -51.8% | -8.5% |
| 6M | +21.9% | -61.1% | +83.0% | +32.1% |
| YTD | +39.7% | -56.0% | +95.7% | +46.4% |
| 1Y | +32.9% | -66.4% | +99.3% | +44.2% |
| 3Y | +155.8% | -75.8% | +231.6% | +169.3% |
| 5Y | +202.4% | -93.1% | +295.5% | +293.1% |
| All | +263.3% | -89.7% | +353.0% | +363.0% |
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 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