-92.0%
OPEN vs HTZ
-92.5%
+0.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.3% | -5.1% | +1.4% |
| 7D | -31.1% | -27.4% | -3.6% | -24.1% |
| 30D | -34.7% | -11.4% | -23.3% | -32.4% |
| 3M | -61.9% | -33.1% | -28.8% | -58.0% |
| 6M | -71.9% | -73.5% | +1.6% | -61.9% |
| YTD | -76.6% | -68.1% | -8.5% | -71.2% |
| 1Y | -83.9% | -74.3% | -9.6% | -78.7% |
| 3Y | -34.4% | -80.9% | +46.5% | -24.5% |
| 5Y | -93.9% | -93.8% | -0.2% | -87.6% |
| All | -92.0% | -92.5% | +0.5% | -84.5% |
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 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