-93.0%
OPEN vs HTZ
-93.2%
+0.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.6% | -1.0% | -2.9% |
| 7D | -15.0% | -8.5% | -6.5% | -12.6% |
| 30D | -40.2% | -18.9% | -21.3% | -36.4% |
| 3M | -67.4% | -36.0% | -31.4% | -63.1% |
| 6M | -74.0% | -74.6% | +0.6% | -64.4% |
| YTD | -79.6% | -70.8% | -8.8% | -74.1% |
| 1Y | -86.1% | -75.3% | -10.8% | -81.4% |
| 3Y | -41.4% | -81.6% | +40.2% | -32.8% |
| 5Y | -94.9% | -94.4% | -0.4% | -89.1% |
| All | -93.0% | -93.2% | +0.1% | -86.1% |
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