+2.9%
OTIS vs HTZ
-92.5%
+95.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.3% | -10.1% | -1.3% |
| 7D | -2.9% | -27.4% | +24.6% | -1.3% |
| 30D | +16.1% | -11.4% | +27.5% | +16.6% |
| 3M | +6.7% | -33.1% | +39.8% | +8.5% |
| 6M | +6.0% | -73.5% | +79.5% | +12.4% |
| YTD | -9.8% | -68.1% | +58.3% | -6.0% |
| 1Y | -12.3% | -74.3% | +61.9% | -7.5% |
| 3Y | -0.2% | -80.9% | +80.6% | +3.6% |
| 5Y | +1.0% | -93.8% | +94.8% | +13.0% |
| All | +2.9% | -92.5% | +95.4% | +17.7% |
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