+53.3%
OSCR vs HTZ
-90.7%
+144.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.5% | +2.7% |
| 7D | +1.1% | -9.7% | +10.7% | +2.4% |
| 30D | +16.5% | -16.3% | +32.8% | +18.5% |
| 3M | +17.0% | -58.8% | +75.8% | +28.1% |
| 6M | +145.0% | -48.9% | +193.8% | +155.1% |
| YTD | +126.7% | -60.1% | +186.8% | +144.7% |
| 1Y | +67.2% | -65.0% | +132.2% | +81.5% |
| 3Y | +405.1% | -87.2% | +492.3% | +544.5% |
| 5Y | +86.2% | -87.1% | +173.3% | +153.2% |
| All | +53.3% | -90.7% | +144.0% | +106.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling