-86.4%
HTZ vs RJF
+106.8%
-193.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +2.5% |
| 7D | +7.5% | -0.6% | +8.1% | +7.8% |
| 30D | +47.4% | -1.3% | +48.7% | +48.3% |
| 3M | -54.9% | +18.9% | -73.8% | -60.3% |
| 6M | -47.0% | +15.0% | -62.0% | -52.4% |
| YTD | -55.3% | +12.2% | -67.5% | -59.2% |
| 1Y | -57.6% | +5.6% | -63.3% | -59.7% |
| 3Y | -86.6% | +74.9% | -161.5% | -91.4% |
| All | -86.4% | +106.8% | -193.2% | -92.4% |
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