+52.7%
OMC vs HTZ
-93.6%
+146.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.3% | -9.3% | -0.5% |
| 7D | +1.6% | -27.4% | +29.0% | +3.3% |
| 30D | +15.3% | -11.4% | +26.7% | +15.8% |
| 3M | +4.5% | -33.1% | +37.5% | +6.2% |
| 6M | +20.8% | -73.5% | +94.3% | +28.4% |
| YTD | +13.5% | -68.1% | +81.6% | +18.0% |
| 1Y | +25.2% | -74.3% | +99.5% | +32.3% |
| 3Y | +30.5% | -80.9% | +111.3% | +38.4% |
| 5Y | +52.7% | -93.8% | +146.5% | +92.2% |
| All | +52.7% | -93.6% | +146.3% | +92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling