-24.2%
OKTA vs HTZ
-93.0%
+68.8%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.1% | +6.3% | +0.8% |
| 7D | +6.6% | -14.0% | +20.6% | +8.2% |
| 30D | -19.4% | -19.8% | +0.4% | -17.8% |
| 3M | +23.9% | -45.0% | +68.9% | +30.4% |
| 6M | +130.9% | -73.2% | +204.1% | +157.2% |
| YTD | +111.1% | -70.0% | +181.1% | +127.9% |
| 1Y | +115.5% | -75.7% | +191.2% | +138.8% |
| 3Y | +169.4% | -82.1% | +251.4% | +185.5% |
| 5Y | -30.2% | -94.3% | +64.1% | -5.0% |
| All | -24.2% | -93.0% | +68.8% | +0.9% |
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