+21.9%
OMC vs HTZ
-89.5%
+111.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.6% |
| 7D | -6.4% | +7.5% | -13.9% | -6.8% |
| 30D | +1.1% | +47.4% | -46.3% | -1.7% |
| 3M | +10.4% | -54.9% | +65.3% | +13.9% |
| 6M | -1.7% | -47.0% | +45.3% | -0.3% |
| YTD | +4.4% | -55.3% | +59.7% | +6.8% |
| 1Y | +8.4% | -57.6% | +66.1% | +10.3% |
| 3Y | +14.4% | -86.6% | +101.0% | +29.4% |
| 5Y | +33.9% | -86.1% | +120.0% | +46.9% |
| All | +21.9% | -89.5% | +111.4% | +38.0% |
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