-91.6%
HTZ vs RVTY
+4.7%
-96.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -2.5% | +11.7% | +10.3% |
| 7D | +18.9% | -3.6% | +22.5% | +20.6% |
| 30D | +26.3% | +1.4% | +24.9% | +24.9% |
| 3M | +49.7% | +43.2% | +6.5% | +25.2% |
| 6M | -61.1% | +84.5% | -145.6% | -72.3% |
| YTD | -56.0% | +65.2% | -121.2% | -66.9% |
| 1Y | -66.4% | +74.3% | -140.7% | -75.4% |
| 3Y | -75.8% | +82.3% | -158.0% | -82.8% |
| 5Y | -93.1% | -6.2% | -86.9% | -93.7% |
| All | -91.6% | +4.7% | -96.3% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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