-91.6%
HTZ vs OUST
-73.4%
-18.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +15.7% | -6.6% | +6.4% |
| 7D | +18.9% | -0.2% | +19.2% | +18.8% |
| 30D | +26.3% | -24.0% | +50.2% | +31.7% |
| 3M | +49.7% | -29.9% | +79.6% | +57.6% |
| 6M | -61.1% | +19.1% | -80.2% | -64.1% |
| YTD | -56.0% | +55.0% | -111.0% | -61.8% |
| 1Y | -66.4% | +21.2% | -87.6% | -69.6% |
| 3Y | -75.8% | +626.0% | -701.8% | -86.6% |
| 5Y | -93.1% | -51.6% | -41.5% | -93.8% |
| All | -91.6% | -73.4% | -18.2% | -90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling