+32.4%
OMC vs HTZ
-93.2%
+125.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.0% | +8.4% | +0.8% |
| 7D | +6.8% | -27.5% | +34.4% | +8.6% |
| 30D | +16.2% | -21.9% | +38.0% | +17.5% |
| 3M | +6.0% | -29.2% | +35.3% | +7.3% |
| 6M | +17.7% | -75.2% | +92.9% | +25.2% |
| YTD | +13.5% | -70.8% | +84.3% | +18.3% |
| 1Y | +27.2% | -76.1% | +103.3% | +34.4% |
| 3Y | +30.4% | -82.5% | +112.9% | +36.6% |
| 5Y | +53.5% | -94.1% | +147.6% | +78.8% |
| All | +32.4% | -93.2% | +125.6% | +53.0% |
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