+35.1%
YUM vs HTZ
-82.6%
+117.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -8.4% | +5.4% | -2.7% |
| 7D | +3.7% | -14.6% | +18.3% | +4.2% |
| 30D | +14.8% | -20.8% | +35.6% | +15.5% |
| 3M | +6.4% | -18.8% | +25.2% | +6.8% |
| 6M | +4.3% | -74.7% | +79.0% | +8.0% |
| YTD | +8.1% | -68.1% | +76.2% | +10.6% |
| 1Y | +11.3% | -73.5% | +84.8% | +14.5% |
| 3Y | +35.1% | -81.8% | +116.9% | +39.4% |
| All | +35.1% | -82.6% | +117.7% | +39.4% |
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 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