-26.2%
OKTA vs HTZ
-92.6%
+66.4%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.6% | +5.9% | +5.3% |
| 7D | -3.9% | -16.4% | +12.5% | -2.2% |
| 30D | -23.5% | -15.1% | -8.4% | -22.3% |
| 3M | +19.7% | -28.2% | +47.9% | +22.3% |
| 6M | +111.6% | -73.1% | +184.7% | +136.1% |
| YTD | +105.4% | -68.3% | +173.6% | +120.6% |
| 1Y | +108.4% | -75.2% | +183.6% | +130.9% |
| 3Y | +167.8% | -81.1% | +249.0% | +183.1% |
| 5Y | -33.8% | -95.0% | +61.2% | -9.9% |
| All | -26.2% | -92.6% | +66.4% | -2.3% |
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