+114.3%
ORCL vs HTZ
-89.5%
+203.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +3.0% |
| 7D | +5.3% | +7.5% | -2.2% | +4.8% |
| 30D | +10.0% | +47.4% | -37.5% | +6.7% |
| 3M | -32.6% | -54.9% | +22.3% | -30.3% |
| 6M | +4.9% | -47.0% | +51.9% | +7.0% |
| YTD | -17.8% | -55.3% | +37.5% | -15.4% |
| 1Y | -28.0% | -57.6% | +29.7% | -26.2% |
| 3Y | +36.0% | -86.6% | +122.6% | +50.5% |
| 5Y | +88.7% | -86.1% | +174.8% | +110.0% |
| All | +114.3% | -89.5% | +203.9% | +138.0% |
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 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