+124.5%
OKE vs HTZ
-90.6%
+215.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.3% | +3.5% | -1.4% |
| 7D | -0.2% | -10.4% | +10.2% | +0.4% |
| 30D | +6.1% | -2.4% | +8.4% | +5.9% |
| 3M | +10.4% | -60.9% | +71.3% | +15.3% |
| 6M | +14.2% | -50.2% | +64.4% | +16.2% |
| YTD | +35.3% | -59.7% | +95.1% | +39.5% |
| 1Y | +40.6% | -66.0% | +106.6% | +45.5% |
| 3Y | +72.2% | -87.1% | +159.3% | +92.7% |
| 5Y | +139.6% | -86.9% | +226.5% | +162.6% |
| All | +124.5% | -90.6% | +215.0% | +155.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling