-94.4%
HTZ vs RRX
+44.5%
-138.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -1.5% |
| 7D | -8.5% | +4.3% | -12.9% | -10.5% |
| 30D | -18.9% | +12.3% | -31.2% | -23.7% |
| 3M | -36.0% | +3.7% | -39.7% | -37.5% |
| 6M | -74.6% | -13.9% | -60.7% | -73.6% |
| YTD | -70.8% | +26.5% | -97.3% | -76.0% |
| 1Y | -75.3% | +29.3% | -104.6% | -80.0% |
| 3Y | -81.6% | +65.6% | -147.1% | -87.5% |
| 5Y | -94.4% | +10.6% | -105.1% | -95.4% |
| All | -94.4% | +44.5% | -138.9% | -96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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