-95.0%
HTZ vs RJF
+73.1%
-168.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -1.2% | -7.2% | -7.4% |
| 7D | -14.6% | +3.6% | -18.1% | -16.3% |
| 30D | -20.8% | +3.5% | -24.3% | -22.4% |
| 3M | -18.8% | -9.2% | -9.6% | -12.4% |
| 6M | -74.7% | +2.5% | -77.2% | -75.1% |
| YTD | -68.1% | +2.5% | -70.6% | -68.7% |
| 1Y | -73.5% | +2.3% | -75.8% | -73.9% |
| 3Y | -81.8% | +68.7% | -150.5% | -88.1% |
| All | -95.0% | +73.1% | -168.1% | -97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling