+67.0%
ON vs HTZ
-92.5%
+159.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.4% | +8.9% | +1.9% |
| 7D | -11.7% | -14.6% | +2.9% | -9.5% |
| 30D | -23.3% | -20.8% | -2.5% | -20.5% |
| 3M | -19.2% | -18.8% | -0.4% | -17.5% |
| 6M | -40.1% | -74.7% | +34.5% | -28.4% |
| YTD | +16.9% | -68.1% | +85.0% | +32.7% |
| 1Y | +29.7% | -73.5% | +103.2% | +51.2% |
| 3Y | -4.4% | -81.8% | +77.4% | +8.1% |
| 5Y | +7.1% | -95.2% | +102.3% | +56.6% |
| All | +67.0% | -92.5% | +159.5% | +147.6% |
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