+105.1%
OSCR vs HTZ
-60.6%
+165.7%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +9.2% | -0.6% | +8.1% |
| 7D | +15.5% | +18.9% | -3.5% | +14.5% |
| 30D | +8.5% | +26.3% | -17.7% | +7.4% |
| 3M | +15.8% | +49.7% | -33.8% | +13.5% |
| 6M | +89.5% | -61.1% | +150.6% | +113.6% |
| YTD | +144.9% | -56.0% | +200.9% | +158.3% |
| 1Y | +105.1% | -66.4% | +171.5% | +161.5% |
| All | +105.1% | -60.6% | +165.7% | +161.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling