+123.5%
OKE vs HTZ
-89.5%
+213.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.7% | -0.4% |
| 7D | +0.7% | +7.5% | -6.8% | +0.3% |
| 30D | +9.4% | +47.4% | -38.0% | +6.3% |
| 3M | +8.6% | -54.9% | +63.5% | +12.4% |
| 6M | +15.3% | -47.0% | +62.3% | +17.0% |
| YTD | +34.8% | -55.3% | +90.0% | +38.2% |
| 1Y | +35.3% | -57.6% | +92.9% | +37.8% |
| 3Y | +69.5% | -86.6% | +156.1% | +90.6% |
| 5Y | +135.2% | -86.1% | +221.3% | +157.4% |
| All | +123.5% | -89.5% | +213.1% | +153.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling