-86.4%
HTZ vs RSG
+89.4%
-175.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.6% |
| 7D | +7.5% | +0.3% | +7.2% | +7.3% |
| 30D | +47.4% | +7.6% | +39.9% | +44.3% |
| 3M | -54.9% | +7.4% | -62.3% | -56.2% |
| 6M | -47.0% | -3.3% | -43.7% | -46.4% |
| YTD | -55.3% | +6.0% | -61.3% | -56.7% |
| 1Y | -57.6% | -3.7% | -54.0% | -57.3% |
| 3Y | -86.6% | +59.1% | -145.7% | -89.9% |
| All | -86.4% | +89.4% | -175.8% | -91.7% |
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