+123.9%
ORLY vs HTZ
-90.1%
+214.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.0% | +2.7% | -2.1% |
| 7D | -2.3% | -2.5% | +0.1% | -2.2% |
| 30D | -8.2% | -3.7% | -4.4% | -8.2% |
| 3M | -3.5% | -57.0% | +53.5% | -1.2% |
| 6M | -9.2% | -47.0% | +37.8% | -8.1% |
| YTD | -5.8% | -57.5% | +51.7% | -3.9% |
| 1Y | -19.3% | -63.5% | +44.2% | -17.5% |
| 3Y | +34.4% | -86.3% | +120.8% | +44.0% |
| 5Y | +117.8% | -86.8% | +204.6% | +134.5% |
| All | +123.9% | -90.1% | +214.0% | +140.2% |
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