+29.8%
OMC vs HTZ
-91.9%
+121.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -20.8% | +20.3% | +0.7% |
| 7D | +7.6% | -7.7% | +15.3% | +7.9% |
| 30D | +16.0% | -13.1% | +29.1% | +16.6% |
| 3M | +7.7% | +14.7% | -7.1% | +5.8% |
| 6M | +14.5% | -70.6% | +85.1% | +20.7% |
| YTD | +11.2% | -65.2% | +76.4% | +14.9% |
| 1Y | +23.6% | -73.2% | +96.8% | +29.9% |
| 3Y | +24.7% | -80.8% | +105.5% | +31.0% |
| 5Y | +51.3% | -94.8% | +146.1% | +75.8% |
| All | +29.8% | -91.9% | +121.6% | +48.5% |
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