-86.4%
HTZ vs RL
+238.1%
-324.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +0.2% |
| 7D | +7.5% | -0.8% | +8.3% | +7.8% |
| 30D | +47.4% | -7.8% | +55.2% | +54.3% |
| 3M | -54.9% | -4.0% | -50.9% | -53.7% |
| 6M | -47.0% | -1.9% | -45.1% | -46.5% |
| YTD | -55.3% | -0.2% | -55.1% | -55.1% |
| 1Y | -57.6% | +10.7% | -68.3% | -60.1% |
| 3Y | -86.6% | +210.8% | -297.4% | -93.4% |
| All | -86.4% | +238.1% | -324.5% | -93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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