-30.4%
OKTA vs HTZ
-90.1%
+59.7%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.0% | +3.2% | -1.3% |
| 7D | +0.7% | -2.5% | +3.2% | +0.9% |
| 30D | +13.0% | -3.7% | +16.7% | +12.6% |
| 3M | +43.4% | -57.0% | +100.4% | +53.0% |
| 6M | +107.6% | -47.0% | +154.6% | +111.8% |
| YTD | +93.8% | -57.5% | +151.3% | +103.0% |
| 1Y | +80.8% | -63.5% | +144.3% | +90.4% |
| 3Y | +91.8% | -86.3% | +178.1% | +137.1% |
| 5Y | -36.4% | -86.8% | +50.4% | -14.6% |
| All | -30.4% | -90.1% | +59.7% | -10.1% |
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