+57.3%
ORCL vs HTZ
-92.5%
+149.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.4% | +9.2% | +1.4% |
| 7D | -11.2% | -14.6% | +3.4% | -10.3% |
| 30D | -18.8% | -20.8% | +1.9% | -17.7% |
| 3M | -18.8% | -18.8% | 0.0% | -18.2% |
| 6M | -39.7% | -74.7% | +35.0% | -35.7% |
| YTD | -39.6% | -68.1% | +28.5% | -36.7% |
| 1Y | -51.7% | -73.5% | +21.7% | -49.0% |
| 3Y | +10.2% | -81.8% | +92.1% | +15.4% |
| 5Y | +30.8% | -95.2% | +126.1% | +46.3% |
| All | +57.3% | -92.5% | +149.8% | +78.0% |
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