-91.5%
HTZ vs RRX
+33.1%
-124.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.2% |
| 7D | +7.5% | +3.4% | +4.0% | +5.7% |
| 30D | +47.4% | -11.1% | +58.6% | +55.7% |
| 3M | -54.9% | -23.7% | -31.2% | -50.0% |
| 6M | -47.0% | -22.0% | -25.0% | -42.5% |
| YTD | -55.3% | +16.5% | -71.7% | -61.6% |
| 1Y | -57.6% | +11.5% | -69.2% | -63.1% |
| 3Y | -86.6% | +1.5% | -88.1% | -88.0% |
| 5Y | -86.1% | +18.3% | -104.4% | -89.1% |
| All | -91.5% | +33.1% | -124.6% | -94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling