+97.4%
RDDT vs HTZ
-79.6%
+177.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.1% | +0.3% | -5.3% |
| 7D | +6.1% | -14.0% | +20.1% | +7.3% |
| 30D | -35.9% | -19.8% | -16.1% | -34.8% |
| 3M | -35.1% | -45.0% | +9.9% | -32.6% |
| 6M | -34.7% | -73.2% | +38.6% | -29.3% |
| YTD | -56.7% | -70.0% | +13.3% | -53.9% |
| 1Y | -50.9% | -75.7% | +24.8% | -47.0% |
| All | +97.4% | -79.6% | +177.0% | +149.2% |
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