-91.6%
HTZ vs RNG
-73.1%
-18.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.2% | +9.4% | +9.2% |
| 7D | +18.9% | -9.6% | +28.5% | +21.3% |
| 30D | +26.3% | -1.4% | +27.6% | +26.2% |
| 3M | +49.7% | +28.8% | +20.9% | +40.8% |
| 6M | -61.1% | +65.6% | -126.7% | -66.2% |
| YTD | -56.0% | +171.4% | -227.4% | -67.2% |
| 1Y | -66.4% | +185.3% | -251.7% | -75.3% |
| 3Y | -75.8% | +176.8% | -252.5% | -82.5% |
| 5Y | -93.1% | -67.4% | -25.6% | -94.5% |
| All | -91.6% | -73.1% | -18.6% | -93.0% |
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