-86.5%
HTZ vs OUST
+554.0%
-640.6%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.0% |
| 7D | +7.5% | +5.2% | +2.2% | +6.5% |
| 30D | +47.4% | -19.3% | +66.7% | +52.8% |
| 3M | -54.9% | -22.6% | -32.3% | -54.1% |
| 6M | -47.0% | +62.8% | -109.8% | -53.8% |
| YTD | -55.3% | +68.3% | -123.6% | -61.5% |
| 1Y | -57.6% | +28.5% | -86.2% | -63.1% |
| All | -86.5% | +554.0% | -640.6% | -93.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling