+108.8%
OVV vs HTZ
-92.6%
+201.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -10.7% | -16.4% | +5.7% | -9.5% |
| 30D | -5.3% | -15.1% | +9.8% | -4.4% |
| 3M | +2.4% | -28.2% | +30.6% | +4.3% |
| 6M | +5.7% | -73.1% | +78.7% | +17.6% |
| YTD | +56.8% | -68.3% | +125.0% | +68.1% |
| 1Y | +59.3% | -75.2% | +134.5% | +75.9% |
| 3Y | +49.0% | -81.1% | +130.1% | +55.3% |
| 5Y | +88.1% | -95.0% | +183.1% | +144.2% |
| All | +108.8% | -92.6% | +201.3% | +150.1% |
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