-93.8%
HTZ vs RNG
-74.0%
-19.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.4% | +6.9% | +8.8% |
| 7D | -27.4% | -3.5% | -23.9% | -26.6% |
| 30D | -11.4% | -3.8% | -7.6% | -10.5% |
| 3M | -33.1% | +18.6% | -51.6% | -36.2% |
| 6M | -73.5% | +69.2% | -142.7% | -77.6% |
| YTD | -68.1% | +161.9% | -230.0% | -77.1% |
| 1Y | -74.3% | +176.2% | -250.5% | -81.9% |
| 3Y | -80.9% | +174.5% | -255.4% | -87.0% |
| 5Y | -93.8% | -71.9% | -21.9% | -91.3% |
| All | -93.8% | -74.0% | -19.8% | -91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling