-94.0%
HTZ vs RSG
+138.1%
-232.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -16.4% | +0.3% | -16.7% | -16.6% |
| 30D | -15.1% | +13.8% | -28.9% | -18.6% |
| 3M | -28.2% | +15.4% | -43.6% | -31.5% |
| 6M | -73.1% | +24.1% | -97.2% | -75.2% |
| YTD | -68.3% | +17.8% | -86.1% | -70.4% |
| 1Y | -75.2% | +21.5% | -96.7% | -77.3% |
| 3Y | -81.1% | +63.3% | -144.4% | -85.6% |
| 5Y | -95.0% | +97.3% | -192.3% | -96.7% |
| All | -94.0% | +138.1% | -232.1% | -96.8% |
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