-93.4%
HTZ vs OUST
-75.8%
-17.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -9.0% | -11.8% | -19.2% |
| 7D | -7.7% | -5.0% | -2.7% | -6.6% |
| 30D | -13.1% | -32.0% | +18.9% | -7.3% |
| 3M | +14.7% | -32.4% | +47.1% | +22.1% |
| 6M | -70.6% | +6.7% | -77.3% | -72.2% |
| YTD | -65.2% | +41.0% | -106.2% | -69.1% |
| 1Y | -73.2% | +18.0% | -91.2% | -75.5% |
| 3Y | -80.8% | +560.6% | -641.4% | -89.2% |
| 5Y | -94.8% | -55.1% | -39.7% | -95.2% |
| All | -93.4% | -75.8% | -17.6% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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