-29.9%
OKTA vs HTZ
-92.5%
+62.6%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.4% | +6.9% | -0.6% |
| 7D | -19.0% | -14.6% | -4.4% | -17.7% |
| 30D | -22.6% | -20.8% | -1.8% | -20.9% |
| 3M | +17.5% | -18.8% | +36.4% | +18.5% |
| 6M | +117.8% | -74.7% | +192.5% | +144.8% |
| YTD | +95.1% | -68.1% | +163.2% | +109.5% |
| 1Y | +96.4% | -73.5% | +169.9% | +115.6% |
| 3Y | +149.0% | -81.8% | +230.8% | +166.5% |
| 5Y | -33.8% | -95.2% | +61.4% | -10.0% |
| All | -29.9% | -92.5% | +62.6% | -7.2% |
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