+82.5%
OXY vs HTZ
-92.6%
+175.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.1% |
| 7D | -8.2% | -16.4% | +8.2% | -7.3% |
| 30D | -7.2% | -15.1% | +7.9% | -6.6% |
| 3M | +0.2% | -28.2% | +28.4% | +1.4% |
| 6M | +6.1% | -73.1% | +79.2% | +13.7% |
| YTD | +37.5% | -68.3% | +105.8% | +43.5% |
| 1Y | +37.7% | -75.2% | +112.9% | +46.7% |
| 3Y | -2.8% | -81.1% | +78.4% | -0.1% |
| 5Y | +77.6% | -95.0% | +172.7% | +116.9% |
| All | +82.5% | -92.6% | +175.1% | +107.9% |
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 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