+190.3%
RDDT vs HTZ
-72.6%
+262.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.3% | +3.3% | -1.6% |
| 7D | -7.4% | -10.4% | +3.0% | -6.7% |
| 30D | -7.7% | -2.4% | -5.4% | -8.0% |
| 3M | -17.8% | -60.9% | +43.1% | -13.4% |
| 6M | +5.5% | -50.2% | +55.7% | +8.6% |
| YTD | -36.3% | -59.7% | +23.4% | -33.6% |
| 1Y | -39.0% | -66.0% | +27.0% | -36.0% |
| All | +190.3% | -72.6% | +262.9% | +259.1% |
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