-91.6%
HTZ vs RRC
+215.5%
-307.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -3.5% | +12.7% | +10.0% |
| 7D | +18.9% | -6.8% | +25.7% | +20.8% |
| 30D | +26.3% | +34.7% | -8.5% | +16.2% |
| 3M | +49.7% | +31.5% | +18.2% | +38.2% |
| 6M | -61.1% | +21.8% | -82.9% | -63.5% |
| YTD | -56.0% | +48.9% | -104.9% | -61.4% |
| 1Y | -66.4% | +42.1% | -108.5% | -70.1% |
| 3Y | -75.8% | +44.1% | -119.9% | -79.1% |
| 5Y | -93.1% | +137.8% | -230.8% | -94.9% |
| All | -91.6% | +215.5% | -307.1% | -94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling