+288.7%
RCL vs HTZ
-91.9%
+380.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -20.8% | +17.7% | -0.4% |
| 7D | +3.9% | -7.7% | +11.7% | +4.7% |
| 30D | +11.8% | -13.1% | +24.9% | +13.3% |
| 3M | -0.8% | +14.7% | -15.6% | -4.7% |
| 6M | +23.6% | -70.6% | +94.2% | +40.2% |
| YTD | +17.6% | -65.2% | +82.8% | +28.6% |
| 1Y | +28.3% | -73.2% | +101.5% | +45.1% |
| 3Y | +261.4% | -80.8% | +342.3% | +298.6% |
| 5Y | +245.3% | -94.8% | +340.1% | +409.8% |
| All | +288.7% | -91.9% | +380.5% | +443.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling