-93.1%
HTZ vs RY
+131.8%
-224.9%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.0% | +6.1% | +5.7% |
| 7D | +18.9% | +2.5% | +16.5% | +15.8% |
| 30D | +26.3% | +8.4% | +17.8% | +15.1% |
| 3M | +49.7% | +1.2% | +48.4% | +47.5% |
| 6M | -61.1% | +19.4% | -80.5% | -68.4% |
| YTD | -56.0% | +25.4% | -81.5% | -66.1% |
| 1Y | -66.4% | +46.7% | -113.1% | -78.4% |
| 3Y | -75.8% | +168.6% | -244.4% | -92.4% |
| 5Y | -93.1% | +132.3% | -225.4% | -97.4% |
| All | -93.1% | +131.8% | -224.9% | -97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling