+392.2%
OSCR vs HTZ
-82.4%
+474.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -8.0% | +12.1% | +4.7% |
| 7D | +3.3% | -27.5% | +30.8% | +5.6% |
| 30D | +0.3% | -21.9% | +22.2% | +2.0% |
| 3M | +21.0% | -29.2% | +50.2% | +23.2% |
| 6M | +57.1% | -75.2% | +132.3% | +71.8% |
| YTD | +132.9% | -70.8% | +203.7% | +149.2% |
| 1Y | +129.1% | -76.1% | +205.2% | +148.8% |
| All | +392.2% | -82.4% | +474.6% | +416.0% |
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 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