+5.5%
RDW vs HTZ
-90.7%
+96.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.8% |
| 7D | +4.8% | -9.7% | +14.5% | +7.2% |
| 30D | -19.5% | -16.3% | -3.2% | -17.0% |
| 3M | -26.9% | -58.8% | +31.9% | -15.2% |
| 6M | +17.8% | -48.9% | +66.6% | +28.6% |
| YTD | +43.0% | -60.1% | +103.1% | +64.8% |
| 1Y | +32.1% | -65.0% | +97.0% | +53.6% |
| 3Y | +250.6% | -87.2% | +337.8% | +398.7% |
| 5Y | -6.6% | -87.1% | +80.5% | +56.6% |
| All | +5.5% | -90.7% | +96.2% | +78.1% |
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