+31.9%
OMC vs HTZ
-92.6%
+124.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.5% |
| 7D | +5.4% | -16.4% | +21.8% | +6.3% |
| 30D | +15.7% | -15.1% | +30.8% | +16.5% |
| 3M | +4.9% | -28.2% | +33.1% | +6.1% |
| 6M | +17.3% | -73.1% | +90.3% | +24.1% |
| YTD | +13.0% | -68.3% | +81.3% | +17.4% |
| 1Y | +24.1% | -75.2% | +99.3% | +31.0% |
| 3Y | +31.2% | -81.1% | +112.4% | +37.0% |
| 5Y | +53.4% | -95.0% | +148.4% | +78.8% |
| All | +31.9% | -92.6% | +124.5% | +51.7% |
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