+53.1%
YUM vs HTZ
-92.6%
+145.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | +2.1% | -16.4% | +18.5% | +2.8% |
| 30D | +11.1% | -15.1% | +26.2% | +11.8% |
| 3M | +7.3% | -28.2% | +35.4% | +8.4% |
| 6M | +6.9% | -73.1% | +80.0% | +12.3% |
| YTD | +7.9% | -68.3% | +76.2% | +11.7% |
| 1Y | +10.0% | -75.2% | +85.2% | +15.3% |
| 3Y | +36.7% | -81.1% | +117.9% | +41.4% |
| 5Y | +40.2% | -95.0% | +135.2% | +56.8% |
| All | +53.1% | -92.6% | +145.7% | +75.4% |
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