-73.5%
HTZ vs RNG
+163.9%
-237.4%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -2.9% | -5.5% | -8.3% |
| 7D | -14.6% | -11.3% | -3.2% | -14.4% |
| 30D | -20.8% | -5.7% | -15.1% | -20.7% |
| 3M | -18.8% | +16.8% | -35.6% | -18.7% |
| 6M | -74.7% | +58.5% | -133.2% | -74.7% |
| YTD | -68.1% | +151.3% | -219.4% | -70.2% |
| 1Y | -73.5% | +169.0% | -242.5% | -77.5% |
| All | -73.5% | +163.9% | -237.4% | -77.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling