-74.9%
HTZ vs RBA
+44.7%
-119.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.1% | +7.1% | +8.5% |
| 7D | +18.9% | +12.7% | +6.3% | +14.8% |
| 30D | +26.3% | +15.5% | +10.7% | +20.6% |
| 3M | +49.7% | -14.0% | +63.7% | +57.5% |
| 6M | -61.1% | -8.8% | -52.3% | -60.8% |
| YTD | -56.0% | -6.9% | -49.1% | -56.4% |
| 1Y | -66.4% | -3.0% | -63.4% | -67.4% |
| All | -74.9% | +44.7% | -119.6% | -79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling