-93.4%
HTZ vs RJF
+103.8%
-197.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -2.3% | -18.5% | -19.1% |
| 7D | -7.7% | +2.2% | -9.9% | -8.7% |
| 30D | -13.1% | +3.4% | -16.5% | -14.9% |
| 3M | +14.7% | -8.7% | +23.5% | +22.9% |
| 6M | -70.6% | +4.1% | -74.7% | -71.5% |
| YTD | -65.2% | +3.7% | -68.9% | -66.2% |
| 1Y | -73.2% | +4.4% | -77.6% | -74.0% |
| 3Y | -80.8% | +69.2% | -150.0% | -87.4% |
| 5Y | -94.8% | +76.6% | -171.4% | -96.8% |
| All | -93.4% | +103.8% | -197.2% | -96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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