-94.3%
HTZ vs RSG
+144.1%
-238.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.5% | -7.6% | -6.5% |
| 7D | -14.0% | +1.4% | -15.4% | -14.3% |
| 30D | -19.8% | +15.0% | -34.8% | -23.3% |
| 3M | -45.0% | +18.5% | -63.5% | -47.9% |
| 6M | -73.2% | +25.8% | -99.0% | -75.4% |
| YTD | -70.0% | +20.8% | -90.9% | -72.2% |
| 1Y | -75.7% | +24.8% | -100.5% | -77.9% |
| 3Y | -82.1% | +65.9% | -147.9% | -86.3% |
| 5Y | -94.3% | +99.1% | -193.4% | -96.2% |
| All | -94.3% | +144.1% | -238.4% | -97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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