-93.1%
HTZ vs RUN
-85.1%
-8.0%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.3% | +7.9% | +8.9% |
| 7D | +18.9% | +18.5% | +0.5% | +15.1% |
| 30D | +26.3% | +15.5% | +10.8% | +22.7% |
| 3M | +49.7% | -20.3% | +70.0% | +54.9% |
| 6M | -61.1% | -30.8% | -30.3% | -59.6% |
| YTD | -56.0% | -52.2% | -3.8% | -52.4% |
| 1Y | -66.4% | -53.9% | -12.5% | -63.7% |
| 3Y | -75.8% | -18.9% | -56.9% | -82.5% |
| 5Y | -93.1% | -84.8% | -8.3% | -92.4% |
| All | -93.1% | -85.1% | -8.0% | -92.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling