-91.6%
HTZ vs RRX
+42.0%
-133.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -3.6% | +12.8% | +11.0% |
| 7D | +18.9% | +7.6% | +11.3% | +14.3% |
| 30D | +26.3% | +7.5% | +18.7% | +21.2% |
| 3M | +49.7% | -21.0% | +70.7% | +64.5% |
| 6M | -61.1% | -18.1% | -43.0% | -58.8% |
| YTD | -56.0% | +24.3% | -80.3% | -63.7% |
| 1Y | -66.4% | +29.3% | -95.7% | -72.9% |
| 3Y | -75.8% | +68.2% | -144.0% | -83.8% |
| 5Y | -93.1% | +10.0% | -103.0% | -94.3% |
| All | -91.6% | +42.0% | -133.6% | -95.0% |
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