+96.2%
ON vs HTZ
-89.5%
+185.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.8% |
| 7D | +2.4% | +7.5% | -5.0% | +1.2% |
| 30D | -3.3% | +47.4% | -50.7% | -10.5% |
| 3M | -43.6% | -54.9% | +11.3% | -38.3% |
| 6M | +19.0% | -47.0% | +66.0% | +25.2% |
| YTD | +37.4% | -55.3% | +92.6% | +48.3% |
| 1Y | +54.8% | -57.6% | +112.4% | +64.9% |
| 3Y | -25.2% | -86.6% | +61.4% | -2.9% |
| 5Y | +62.7% | -86.1% | +148.8% | +116.3% |
| All | +96.2% | -89.5% | +185.7% | +176.6% |
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 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