+14.7%
HTZ vs RNG
+21.9%
-7.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -4.7% | -16.1% | -20.7% |
| 7D | -7.7% | -11.2% | +3.5% | -8.7% |
| 30D | -13.1% | -3.8% | -9.3% | -12.9% |
| 3M | +14.7% | +21.1% | -6.4% | +44.2% |
| All | +14.7% | +21.9% | -7.2% | +44.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling