-93.9%
HTZ vs RSG
+137.4%
-231.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -1.0% | -7.3% | -8.1% |
| 7D | -14.6% | +1.2% | -15.7% | -15.0% |
| 30D | -20.8% | +14.2% | -35.0% | -24.1% |
| 3M | -18.8% | +17.8% | -36.6% | -22.9% |
| 6M | -74.7% | +24.0% | -98.7% | -76.7% |
| YTD | -68.1% | +17.5% | -85.6% | -70.2% |
| 1Y | -73.5% | +21.9% | -95.4% | -75.7% |
| 3Y | -81.8% | +64.6% | -146.4% | -86.2% |
| 5Y | -95.2% | +97.3% | -192.5% | -96.8% |
| All | -93.9% | +137.4% | -231.3% | -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