-93.9%
HTZ vs RRX
+38.5%
-132.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +5.5% | -13.9% | -11.1% |
| 7D | -14.6% | +7.5% | -22.1% | -17.5% |
| 30D | -20.8% | +3.0% | -23.8% | -22.1% |
| 3M | -18.8% | -5.3% | -13.5% | -16.8% |
| 6M | -74.7% | -26.6% | -48.0% | -71.5% |
| YTD | -68.1% | +21.2% | -89.3% | -73.2% |
| 1Y | -73.5% | +25.9% | -99.4% | -78.2% |
| 3Y | -81.8% | +71.7% | -153.5% | -88.0% |
| 5Y | -95.2% | +7.8% | -103.0% | -96.0% |
| All | -93.9% | +38.5% | -132.4% | -96.3% |
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