-93.4%
HTZ vs RBA
+74.7%
-168.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.3% | -20.5% | -20.7% |
| 7D | -7.7% | +7.3% | -15.1% | -10.0% |
| 30D | -13.1% | +16.9% | -30.0% | -18.0% |
| 3M | +14.7% | -0.5% | +15.2% | +14.0% |
| 6M | -70.6% | -10.4% | -60.2% | -70.2% |
| YTD | -65.2% | -7.2% | -57.9% | -65.3% |
| 1Y | -73.2% | -2.2% | -70.9% | -73.9% |
| 3Y | -80.8% | +43.7% | -124.5% | -84.2% |
| 5Y | -94.8% | +38.7% | -133.5% | -95.7% |
| All | -93.4% | +74.7% | -168.0% | -95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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