+28.7%
OMC vs HTZ
-92.5%
+121.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.4% | +7.6% | -0.4% |
| 7D | +6.3% | -14.6% | +20.9% | +7.1% |
| 30D | +15.4% | -20.8% | +36.1% | +16.6% |
| 3M | +5.8% | -18.8% | +24.6% | +6.2% |
| 6M | +14.7% | -74.7% | +89.4% | +21.9% |
| YTD | +10.3% | -68.1% | +78.4% | +14.5% |
| 1Y | +23.2% | -73.5% | +96.7% | +29.5% |
| 3Y | +24.6% | -81.8% | +106.4% | +30.9% |
| 5Y | +50.1% | -95.2% | +145.3% | +75.2% |
| All | +28.7% | -92.5% | +121.3% | +48.0% |
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 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