+53.3%
YUM vs HTZ
-92.5%
+145.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -8.4% | +5.4% | -2.6% |
| 7D | +3.7% | -14.6% | +18.3% | +4.4% |
| 30D | +14.8% | -20.8% | +35.6% | +15.9% |
| 3M | +6.4% | -18.8% | +25.2% | +6.9% |
| 6M | +4.3% | -74.7% | +79.0% | +9.9% |
| YTD | +8.1% | -68.1% | +76.2% | +11.8% |
| 1Y | +11.3% | -73.5% | +84.8% | +16.2% |
| 3Y | +35.1% | -81.8% | +116.9% | +40.3% |
| 5Y | +39.9% | -95.2% | +135.1% | +56.7% |
| All | +53.3% | -92.5% | +145.9% | +75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling