-91.8%
OPEN vs HTZ
-92.5%
+0.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -8.4% | -13.4% | -19.3% |
| 7D | -22.2% | -14.6% | -7.6% | -18.3% |
| 30D | -38.3% | -20.8% | -17.6% | -34.1% |
| 3M | -59.4% | -18.8% | -40.5% | -58.0% |
| 6M | -74.4% | -74.7% | +0.3% | -64.7% |
| YTD | -76.0% | -68.1% | -7.9% | -70.4% |
| 1Y | -78.7% | -73.5% | -5.2% | -72.1% |
| 3Y | -30.0% | -81.8% | +51.8% | -17.0% |
| 5Y | -93.7% | -95.2% | +1.5% | -86.6% |
| All | -91.8% | -92.5% | +0.7% | -84.1% |
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