-39.9%
RBLX vs HTZ
-92.6%
+52.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.3% | +4.7% |
| 7D | +20.3% | -16.4% | +36.7% | +22.8% |
| 30D | +7.3% | -15.1% | +22.4% | +9.2% |
| 3M | +36.5% | -28.2% | +64.7% | +40.3% |
| 6M | +23.1% | -73.1% | +96.2% | +40.5% |
| YTD | -36.3% | -68.3% | +32.0% | -30.2% |
| 1Y | -51.7% | -75.2% | +23.5% | -45.1% |
| 3Y | +35.6% | -81.1% | +116.7% | +47.7% |
| 5Y | -52.9% | -95.0% | +42.1% | -25.7% |
| All | -39.9% | -92.6% | +52.7% | -6.7% |
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