-91.5%
HTZ vs RY
+146.0%
-237.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +2.1% |
| 7D | +7.5% | +3.1% | +4.4% | +3.7% |
| 30D | +47.4% | -0.3% | +47.8% | +47.6% |
| 3M | -54.9% | +8.7% | -63.6% | -59.1% |
| 6M | -47.0% | +28.5% | -75.5% | -60.0% |
| YTD | -55.3% | +25.1% | -80.4% | -65.3% |
| 1Y | -57.6% | +46.3% | -103.9% | -72.7% |
| 3Y | -86.6% | +154.9% | -241.5% | -95.4% |
| 5Y | -86.1% | +140.3% | -226.4% | -95.0% |
| All | -91.5% | +146.0% | -237.5% | -97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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