+96.6%
USB vs HTZ
-76.0%
+172.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.2% | -7.3% | +1.4% |
| 7D | +2.4% | +18.9% | -16.5% | +1.3% |
| 30D | +6.6% | +26.3% | -19.7% | +4.9% |
| 3M | -4.1% | +49.7% | -53.8% | -7.3% |
| 6M | +12.5% | -61.1% | +73.6% | +17.6% |
| YTD | +17.6% | -56.0% | +73.7% | +21.1% |
| 1Y | +36.5% | -66.4% | +102.9% | +42.9% |
| All | +96.6% | -76.0% | +172.6% | +117.2% |
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