+49.5%
OSCR vs HTZ
-90.6%
+140.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.3% | +1.5% | -3.1% |
| 7D | +4.7% | -10.4% | +15.1% | +6.2% |
| 30D | +14.8% | -2.4% | +17.1% | +14.3% |
| 3M | +16.7% | -60.9% | +77.5% | +28.8% |
| 6M | +127.5% | -50.2% | +177.7% | +138.1% |
| YTD | +121.0% | -59.7% | +180.7% | +138.3% |
| 1Y | +58.4% | -66.0% | +124.4% | +72.9% |
| 3Y | +392.4% | -87.1% | +479.5% | +527.5% |
| 5Y | +80.5% | -86.9% | +167.3% | +145.1% |
| All | +49.5% | -90.6% | +140.0% | +100.6% |
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