-47.8%
RBLX vs HTZ
-90.1%
+42.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.0% | +8.5% | +4.1% |
| 7D | +10.2% | -2.5% | +12.7% | +10.5% |
| 30D | +18.6% | -3.7% | +22.3% | +18.1% |
| 3M | +6.0% | -57.0% | +62.9% | +14.3% |
| 6M | -29.5% | -47.0% | +17.5% | -27.2% |
| YTD | -44.7% | -57.5% | +12.8% | -41.2% |
| 1Y | -65.1% | -63.5% | -1.7% | -62.7% |
| 3Y | +54.5% | -86.3% | +140.8% | +107.8% |
| 5Y | -46.3% | -86.8% | +40.4% | -19.2% |
| All | -47.8% | -90.1% | +42.3% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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