-93.9%
HTZ vs RNG
-75.0%
-18.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -2.9% | -5.5% | -7.8% |
| 7D | -14.6% | -11.3% | -3.2% | -12.3% |
| 30D | -20.8% | -5.7% | -15.1% | -19.8% |
| 3M | -18.8% | +16.8% | -35.6% | -21.9% |
| 6M | -74.7% | +58.5% | -133.2% | -77.7% |
| YTD | -68.1% | +151.3% | -219.4% | -75.7% |
| 1Y | -73.5% | +169.0% | -242.5% | -80.2% |
| 3Y | -81.8% | +156.9% | -238.7% | -86.7% |
| 5Y | -95.2% | -69.0% | -26.2% | -96.1% |
| All | -93.9% | -75.0% | -18.9% | -94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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