+94.5%
ON vs HTZ
-93.0%
+187.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.1% | +6.2% | +1.2% |
| 7D | +17.0% | -14.0% | +31.0% | +19.7% |
| 30D | -3.9% | -19.8% | +15.9% | -0.7% |
| 3M | -11.5% | -45.0% | +33.5% | -3.5% |
| 6M | -29.2% | -73.2% | +44.0% | -16.1% |
| YTD | +36.2% | -70.0% | +106.2% | +56.0% |
| 1Y | +49.6% | -75.7% | +125.4% | +76.9% |
| 3Y | +9.4% | -82.1% | +91.5% | +23.1% |
| 5Y | +25.8% | -94.3% | +120.1% | +82.0% |
| All | +94.5% | -93.0% | +187.5% | +191.0% |
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 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