-92.8%
OPEN vs HTZ
-93.0%
+0.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -6.1% | -3.4% | -7.7% |
| 7D | -31.0% | -14.0% | -17.0% | -27.4% |
| 30D | -41.5% | -19.8% | -21.7% | -37.5% |
| 3M | -64.6% | -45.0% | -19.6% | -58.5% |
| 6M | -73.8% | -73.2% | -0.6% | -64.7% |
| YTD | -78.8% | -70.0% | -8.8% | -73.4% |
| 1Y | -86.8% | -75.7% | -11.1% | -82.2% |
| 3Y | -40.6% | -82.1% | +41.4% | -30.3% |
| 5Y | -94.7% | -94.3% | -0.4% | -88.8% |
| All | -92.8% | -93.0% | +0.2% | -85.7% |
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