-93.4%
HTZ vs RRX
+31.3%
-124.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -7.5% | -13.3% | -17.0% |
| 7D | -7.7% | -2.0% | -5.7% | -6.4% |
| 30D | -13.1% | -3.6% | -9.5% | -11.4% |
| 3M | +14.7% | -12.3% | +27.1% | +22.2% |
| 6M | -70.6% | -27.5% | -43.1% | -66.6% |
| YTD | -65.2% | +14.9% | -80.1% | -69.8% |
| 1Y | -73.2% | +17.4% | -90.6% | -77.1% |
| 3Y | -80.8% | +55.5% | -136.4% | -86.6% |
| 5Y | -94.8% | +2.2% | -97.0% | -95.5% |
| All | -93.4% | +31.3% | -124.6% | -95.8% |
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