-91.6%
HTZ vs RL
+285.3%
-377.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +4.5% | +4.7% | +6.7% |
| 7D | +18.9% | +5.8% | +13.2% | +15.5% |
| 30D | +26.3% | +12.7% | +13.5% | +18.2% |
| 3M | +49.7% | +9.3% | +40.3% | +42.7% |
| 6M | -61.1% | +16.9% | -78.0% | -64.3% |
| YTD | -56.0% | +17.5% | -73.5% | -59.7% |
| 1Y | -66.4% | +34.6% | -101.1% | -71.3% |
| 3Y | -75.8% | +273.2% | -349.0% | -89.0% |
| 5Y | -93.1% | +265.2% | -358.3% | -97.0% |
| All | -91.6% | +285.3% | -377.0% | -96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling