-93.4%
HTZ vs RSG
+139.9%
-233.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +1.6% | -22.4% | -21.3% |
| 7D | -7.7% | +5.6% | -13.3% | -9.3% |
| 30D | -13.1% | +16.1% | -29.3% | -17.2% |
| 3M | +14.7% | +20.5% | -5.7% | +8.2% |
| 6M | -70.6% | +22.7% | -93.3% | -72.8% |
| YTD | -65.2% | +18.7% | -83.9% | -67.5% |
| 1Y | -73.2% | +21.9% | -95.1% | -75.4% |
| 3Y | -80.8% | +67.6% | -148.4% | -85.5% |
| 5Y | -94.8% | +99.3% | -194.1% | -96.5% |
| All | -93.4% | +139.9% | -233.2% | -96.5% |
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