-21.4%
USAR vs HTZ
-91.9%
+70.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -8.0% | -1.6% | -8.4% |
| 7D | -9.1% | -27.5% | +18.5% | -5.0% |
| 30D | -36.9% | -21.9% | -15.1% | -35.0% |
| 3M | -58.4% | -29.2% | -29.2% | -56.9% |
| 6M | -70.6% | -75.2% | +4.6% | -65.7% |
| YTD | -33.4% | -70.8% | +37.4% | -24.2% |
| 1Y | -54.0% | -76.1% | +22.1% | -46.5% |
| 3Y | -22.7% | -82.5% | +59.9% | -21.9% |
| All | -21.4% | -91.9% | +70.5% | -20.4% |
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