+294.0%
RCL vs HTZ
-92.5%
+386.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -8.4% | +9.8% | +2.5% |
| 7D | +6.5% | -14.6% | +21.1% | +8.4% |
| 30D | +15.9% | -20.8% | +36.7% | +18.9% |
| 3M | +2.7% | -18.8% | +21.5% | +3.9% |
| 6M | +15.2% | -74.7% | +89.9% | +33.3% |
| YTD | +19.2% | -68.1% | +87.3% | +31.8% |
| 1Y | +31.6% | -73.5% | +105.1% | +48.9% |
| 3Y | +274.2% | -81.8% | +356.0% | +312.3% |
| 5Y | +250.1% | -95.2% | +345.3% | +422.4% |
| All | +294.0% | -92.5% | +386.6% | +456.9% |
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