+84.5%
OXY vs HTZ
-92.5%
+177.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.4% | +8.4% | +0.6% |
| 7D | -11.9% | -14.6% | +2.7% | -11.2% |
| 30D | -3.1% | -20.8% | +17.6% | -2.1% |
| 3M | +1.1% | -18.8% | +19.9% | +1.4% |
| 6M | +3.2% | -74.7% | +77.9% | +11.2% |
| YTD | +39.0% | -68.1% | +107.1% | +45.1% |
| 1Y | +42.7% | -73.5% | +116.2% | +51.1% |
| 3Y | -3.5% | -81.8% | +78.3% | -0.1% |
| 5Y | +81.3% | -95.2% | +176.6% | +122.5% |
| All | +84.5% | -92.5% | +177.1% | +110.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling