+3.7%
OTIS vs HTZ
-93.2%
+96.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.0% | +7.2% | -0.4% |
| 7D | +1.7% | -27.5% | +29.2% | +3.4% |
| 30D | +18.5% | -21.9% | +40.3% | +19.8% |
| 3M | +7.9% | -29.2% | +37.1% | +9.3% |
| 6M | +5.7% | -75.2% | +80.9% | +12.5% |
| YTD | -9.1% | -70.8% | +61.8% | -4.7% |
| 1Y | -11.6% | -76.1% | +64.5% | -6.3% |
| 3Y | +0.6% | -82.5% | +83.1% | +5.0% |
| 5Y | +1.8% | -94.1% | +95.9% | +14.6% |
| All | +3.7% | -93.2% | +96.9% | +19.3% |
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