-94.8%
HTZ vs RUN
-82.9%
-11.9%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +12.3% | -33.1% | -23.1% |
| 7D | -7.7% | +30.0% | -37.8% | -13.0% |
| 30D | -13.1% | +27.0% | -40.1% | -17.7% |
| 3M | +14.7% | -5.9% | +20.7% | +14.3% |
| 6M | -70.6% | -26.7% | -43.9% | -70.0% |
| YTD | -65.2% | -46.4% | -18.8% | -63.4% |
| 1Y | -73.2% | -52.1% | -21.1% | -71.3% |
| 3Y | -80.8% | -8.9% | -71.9% | -86.5% |
| 5Y | -94.8% | -82.4% | -12.4% | -94.3% |
| All | -94.8% | -82.9% | -11.9% | -94.3% |
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