-19.7%
USAR vs HTZ
-82.6%
+62.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -8.4% | +19.2% | +12.1% |
| 7D | -14.5% | -14.6% | +0.1% | -12.9% |
| 30D | -37.8% | -20.8% | -17.1% | -36.0% |
| 3M | -52.8% | -18.8% | -33.9% | -52.0% |
| 6M | -71.2% | -74.7% | +3.5% | -66.4% |
| YTD | -30.9% | -68.1% | +37.2% | -22.0% |
| 1Y | -48.0% | -73.5% | +25.5% | -40.1% |
| 3Y | -19.7% | -81.8% | +62.1% | -20.5% |
| All | -19.7% | -82.6% | +62.9% | -20.5% |
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 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