-32.3%
ONDS vs HTZ
-92.5%
+60.2%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -8.4% | +26.4% | +20.0% |
| 7D | -15.6% | -14.6% | -1.0% | -13.0% |
| 30D | -25.8% | -20.8% | -5.0% | -22.4% |
| 3M | -39.0% | -18.8% | -20.1% | -37.4% |
| 6M | -42.9% | -74.7% | +31.8% | -25.5% |
| YTD | -45.3% | -68.1% | +22.8% | -34.3% |
| 1Y | +1.6% | -73.5% | +75.1% | +27.4% |
| 3Y | +834.3% | -81.8% | +916.1% | +998.2% |
| 5Y | -43.8% | -95.2% | +51.4% | -8.9% |
| All | -32.3% | -92.5% | +60.2% | -1.2% |
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