+51.1%
OSCR vs HTZ
-92.5%
+143.7%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +9.3% | -13.4% | -5.3% |
| 7D | -8.8% | -27.4% | +18.7% | -5.1% |
| 30D | -5.6% | -11.4% | +5.8% | -4.4% |
| 3M | +14.8% | -33.1% | +47.9% | +19.5% |
| 6M | +46.0% | -73.5% | +119.5% | +68.5% |
| YTD | +123.5% | -68.1% | +191.5% | +146.8% |
| 1Y | +116.2% | -74.3% | +190.5% | +146.6% |
| 3Y | +351.6% | -80.9% | +432.5% | +385.7% |
| 5Y | +157.5% | -93.8% | +251.3% | +255.7% |
| All | +51.1% | -92.5% | +143.7% | +107.8% |
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 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