-93.4%
HTZ vs RNG
-74.3%
-19.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -4.7% | -16.1% | -19.8% |
| 7D | -7.7% | -11.2% | +3.5% | -5.3% |
| 30D | -13.1% | -3.8% | -9.3% | -12.5% |
| 3M | +14.7% | +21.1% | -6.4% | +9.5% |
| 6M | -70.6% | +56.2% | -126.8% | -74.1% |
| YTD | -65.2% | +158.8% | -223.9% | -73.7% |
| 1Y | -73.2% | +173.6% | -246.8% | -80.0% |
| 3Y | -80.8% | +163.9% | -244.7% | -86.0% |
| 5Y | -94.8% | -68.1% | -26.7% | -95.8% |
| All | -93.4% | -74.3% | -19.1% | -94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling