+91.1%
OXY vs HTZ
-93.0%
+184.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.1% | +8.1% | +2.4% |
| 7D | +3.6% | -14.0% | +17.6% | +4.5% |
| 30D | -5.3% | -19.8% | +14.5% | -4.4% |
| 3M | +0.2% | -45.0% | +45.2% | +3.4% |
| 6M | +4.7% | -73.2% | +78.0% | +12.2% |
| YTD | +44.0% | -70.0% | +114.1% | +50.8% |
| 1Y | +42.1% | -75.7% | +117.8% | +51.3% |
| 3Y | +1.2% | -82.1% | +83.2% | +4.2% |
| 5Y | +95.7% | -94.3% | +190.0% | +134.3% |
| All | +91.1% | -93.0% | +184.1% | +118.4% |
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 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