-91.6%
HTZ vs RSG
+136.0%
-227.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.0% | +8.1% | +8.9% |
| 7D | +18.9% | +5.1% | +13.8% | +17.1% |
| 30D | +26.3% | +15.3% | +10.9% | +20.8% |
| 3M | +49.7% | +18.2% | +31.5% | +42.1% |
| 6M | -61.1% | +19.2% | -80.3% | -63.6% |
| YTD | -56.0% | +16.8% | -72.8% | -58.8% |
| 1Y | -66.4% | +19.2% | -85.6% | -68.9% |
| 3Y | -75.8% | +64.9% | -140.7% | -81.6% |
| 5Y | -93.1% | +95.0% | -188.0% | -95.4% |
| All | -91.6% | +136.0% | -227.6% | -95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling