+31.1%
OMC vs HTZ
-93.2%
+124.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +1.5% |
| 7D | +1.9% | -8.5% | +10.4% | +2.3% |
| 30D | +12.2% | -18.9% | +31.1% | +13.2% |
| 3M | +0.6% | -36.0% | +36.6% | +2.7% |
| 6M | +21.0% | -74.6% | +95.6% | +28.5% |
| YTD | +12.4% | -70.8% | +83.2% | +17.2% |
| 1Y | +25.4% | -75.3% | +100.7% | +32.2% |
| 3Y | +29.2% | -81.6% | +110.8% | +34.3% |
| 5Y | +52.6% | -94.4% | +147.0% | +78.0% |
| All | +31.1% | -93.2% | +124.3% | +51.4% |
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 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