-91.5%
HTZ vs OUST
-71.1%
-20.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +52.7% |
| 3M | -54.9% | -22.6% | -32.3% | -54.2% |
| 6M | -47.0% | +62.8% | -109.8% | -53.6% |
| YTD | -55.3% | +68.3% | -123.6% | -61.4% |
| 1Y | -57.6% | +28.5% | -86.2% | -62.8% |
| 3Y | -86.6% | +554.0% | -640.6% | -92.4% |
| 5Y | -86.1% | -56.2% | -29.9% | -87.5% |
| All | -91.5% | -71.1% | -20.4% | -90.7% |
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