-74.9%
HTZ vs RSG
+65.2%
-140.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.0% | +8.1% | +9.2% |
| 7D | +18.9% | +5.1% | +13.8% | +18.9% |
| 30D | +26.3% | +15.3% | +10.9% | +26.3% |
| 3M | +49.7% | +18.2% | +31.5% | +49.7% |
| 6M | -61.1% | +19.2% | -80.3% | -61.1% |
| YTD | -56.0% | +16.8% | -72.8% | -56.0% |
| 1Y | -66.4% | +19.2% | -85.6% | -66.6% |
| All | -74.9% | +65.2% | -140.1% | -71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling