-95.0%
HTZ vs RSG
+97.2%
-192.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -1.0% | -7.3% | -8.1% |
| 7D | -14.6% | +1.2% | -15.7% | -14.9% |
| 30D | -20.8% | +14.2% | -35.0% | -23.9% |
| 3M | -18.8% | +18.2% | -37.0% | -22.7% |
| 6M | -74.7% | +24.4% | -99.1% | -76.6% |
| YTD | -68.1% | +17.9% | -86.0% | -70.1% |
| 1Y | -73.5% | +22.3% | -95.8% | -75.6% |
| 3Y | -81.8% | +65.1% | -147.0% | -86.0% |
| All | -95.0% | +97.2% | -192.2% | -96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling