+67.6%
ORCL vs HTZ
-89.7%
+157.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +9.2% | -11.1% | -2.5% |
| 7D | -14.4% | +18.9% | -33.3% | -15.4% |
| 30D | -12.8% | +26.3% | -39.1% | -14.3% |
| 3M | -14.8% | +49.7% | -64.5% | -17.6% |
| 6M | -30.9% | -61.1% | +30.2% | -28.1% |
| YTD | -35.7% | -56.0% | +20.4% | -33.9% |
| 1Y | -49.5% | -66.4% | +16.9% | -47.4% |
| 3Y | +18.6% | -75.8% | +94.4% | +22.2% |
| 5Y | +38.4% | -93.1% | +131.5% | +51.9% |
| All | +67.6% | -89.7% | +157.4% | +85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling