-91.5%
HTZ vs RNG
-74.6%
-16.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.2% | +2.1% |
| 7D | +7.5% | +5.8% | +1.7% | +6.2% |
| 30D | +47.4% | +19.6% | +27.8% | +41.4% |
| 3M | -54.9% | +67.0% | -121.9% | -60.4% |
| 6M | -47.0% | +88.4% | -135.4% | -55.6% |
| YTD | -55.3% | +155.5% | -210.7% | -66.0% |
| 1Y | -57.6% | +141.7% | -199.3% | -67.7% |
| 3Y | -86.6% | +131.1% | -217.7% | -90.0% |
| 5Y | -86.1% | -70.6% | -15.5% | -88.4% |
| All | -91.5% | -74.6% | -16.8% | -92.7% |
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