-25.0%
RDW vs HTZ
-93.2%
+68.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.6% | -1.1% | -3.1% |
| 7D | +7.2% | -8.5% | +15.7% | +9.3% |
| 30D | -10.3% | -18.9% | +8.6% | -6.3% |
| 3M | -41.4% | -36.0% | -5.4% | -35.8% |
| 6M | -32.5% | -74.6% | +42.0% | -13.3% |
| YTD | +1.7% | -70.8% | +72.5% | +25.0% |
| 1Y | +39.0% | -75.3% | +114.3% | +77.1% |
| 3Y | +214.2% | -81.6% | +295.8% | +270.6% |
| 5Y | -31.3% | -94.4% | +63.1% | +14.6% |
| All | -25.0% | -93.2% | +68.2% | +35.1% |
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