-93.9%
HTZ vs RUN
-82.1%
-11.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +1.1% | -9.5% | -8.6% |
| 7D | -14.6% | +33.4% | -48.0% | -19.8% |
| 30D | -20.8% | +31.1% | -51.9% | -25.4% |
| 3M | -18.8% | +6.4% | -25.2% | -20.5% |
| 6M | -74.7% | -22.2% | -52.5% | -74.5% |
| YTD | -68.1% | -45.8% | -22.3% | -66.5% |
| 1Y | -73.5% | -51.1% | -22.4% | -71.8% |
| 3Y | -81.8% | -3.0% | -78.8% | -87.3% |
| 5Y | -95.2% | -82.2% | -13.0% | -95.5% |
| All | -93.9% | -82.1% | -11.8% | -94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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