+14.7%
HTZ vs RVMD
-8.5%
+23.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -11.0% | -9.8% | -14.5% |
| 7D | -7.7% | -6.6% | -1.1% | -1.0% |
| 30D | -13.1% | -11.1% | -2.0% | -7.8% |
| 3M | +14.7% | -10.0% | +24.7% | +23.0% |
| All | +14.7% | -8.5% | +23.2% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 3mo: compounded portfolio wealth divided by compounded RVMD 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…
3mo analysis · Full analysis span regression · Available span rolling