+411.8%
OSCR vs HTZ
-86.1%
+497.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.0% | +7.4% | +2.7% |
| 7D | +10.7% | -2.5% | +13.1% | +10.8% |
| 30D | +18.3% | -3.7% | +22.1% | +18.1% |
| 3M | +20.5% | -57.0% | +77.5% | +27.6% |
| 6M | +138.5% | -47.0% | +185.5% | +145.4% |
| YTD | +129.7% | -57.5% | +187.2% | +140.8% |
| 1Y | +62.8% | -63.5% | +126.2% | +71.9% |
| 3Y | +411.8% | -86.3% | +498.1% | +508.9% |
| All | +411.8% | -86.1% | +497.9% | +508.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling