-91.5%
HTZ vs RCAT
+221.9%
-313.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.5% |
| 7D | +7.5% | -1.4% | +8.9% | +7.6% |
| 30D | +47.4% | -3.3% | +50.8% | +47.6% |
| 3M | -54.9% | -43.2% | -11.7% | -53.3% |
| 6M | -47.0% | -43.2% | -3.8% | -45.7% |
| YTD | -55.3% | +5.5% | -60.8% | -56.5% |
| 1Y | -57.6% | -1.6% | -56.0% | -59.3% |
| 3Y | -86.6% | +773.7% | -860.3% | -89.4% |
| 5Y | -86.1% | +187.6% | -273.7% | -88.8% |
| All | -91.5% | +221.9% | -313.4% | -92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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