+29.8%
ORCL vs HTZ
-94.7%
+124.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -20.8% | +13.9% | -5.4% |
| 7D | -17.5% | -7.7% | -9.8% | -17.1% |
| 30D | -20.2% | -13.1% | -7.1% | -19.5% |
| 3M | -19.9% | +14.7% | -34.7% | -21.5% |
| 6M | -37.4% | -70.6% | +33.2% | -33.3% |
| YTD | -40.1% | -65.2% | +25.0% | -37.3% |
| 1Y | -53.4% | -73.2% | +19.8% | -50.5% |
| 3Y | +10.4% | -80.8% | +91.2% | +17.6% |
| 5Y | +29.8% | -94.8% | +124.6% | +55.4% |
| All | +29.8% | -94.7% | +124.5% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling