-86.4%
HTZ vs RGEN
-42.4%
-44.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.7% |
| 7D | +7.5% | -4.9% | +12.4% | +9.2% |
| 30D | +47.4% | +5.7% | +41.8% | +44.9% |
| 3M | -54.9% | +32.4% | -87.3% | -60.1% |
| 6M | -47.0% | +33.2% | -80.2% | -53.4% |
| YTD | -55.3% | +2.3% | -57.5% | -56.8% |
| 1Y | -57.6% | +39.0% | -96.6% | -63.7% |
| 3Y | -86.6% | -4.6% | -82.0% | -87.5% |
| All | -86.4% | -42.4% | -44.0% | -86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 5y: compounded portfolio wealth divided by compounded RGEN 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…
5y analysis · Full analysis span regression · 6 months rolling