+50.3%
OSCR vs HTZ
-93.0%
+143.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.1% | +5.6% | +0.3% |
| 7D | -3.7% | -14.0% | +10.2% | -2.0% |
| 30D | -5.5% | -19.8% | +14.3% | -3.0% |
| 3M | +7.9% | -45.0% | +52.9% | +15.3% |
| 6M | +34.6% | -73.2% | +107.8% | +55.0% |
| YTD | +122.3% | -70.0% | +192.3% | +147.5% |
| 1Y | +111.5% | -75.7% | +187.2% | +142.9% |
| 3Y | +349.2% | -82.1% | +431.3% | +387.1% |
| 5Y | +162.2% | -94.3% | +256.5% | +264.7% |
| All | +50.3% | -93.0% | +143.3% | +108.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling