+56.9%
RGTI vs HTZ
-90.6%
+147.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.3% | +1.7% | -1.9% |
| 7D | +2.5% | -10.4% | +12.9% | +6.0% |
| 30D | -13.7% | -2.4% | -11.3% | -14.4% |
| 3M | -22.6% | -60.9% | +38.3% | -2.5% |
| 6M | -13.4% | -50.2% | +36.8% | -0.5% |
| YTD | -31.2% | -59.7% | +28.5% | -15.7% |
| 1Y | -7.6% | -66.0% | +58.4% | +14.7% |
| 3Y | +669.7% | -87.1% | +756.8% | +1,084.0% |
| 5Y | +57.0% | -86.9% | +143.9% | +160.3% |
| All | +56.9% | -90.6% | +147.5% | +163.4% |
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