+0.1%
OTIS vs HTZ
-94.4%
+94.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.6% |
| 7D | -1.8% | -8.5% | +6.7% | -1.4% |
| 30D | +12.1% | -18.9% | +31.1% | +13.2% |
| 3M | +6.8% | -36.0% | +42.8% | +9.2% |
| 6M | +7.1% | -74.6% | +81.7% | +14.6% |
| YTD | -9.8% | -70.8% | +61.0% | -5.1% |
| 1Y | -12.6% | -75.3% | +62.7% | -7.1% |
| 3Y | +0.1% | -81.6% | +81.6% | +5.4% |
| All | +0.1% | -94.4% | +94.5% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling