+18.2%
RIG vs HTZ
-89.5%
+107.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -3.0% |
| 7D | +0.9% | +7.5% | -6.6% | -0.1% |
| 30D | +13.8% | +47.4% | -33.6% | +6.3% |
| 3M | -6.4% | -54.9% | +48.5% | +1.1% |
| 6M | -8.2% | -47.0% | +38.8% | -5.4% |
| YTD | +41.6% | -55.3% | +96.9% | +49.5% |
| 1Y | +88.7% | -57.6% | +146.4% | +96.3% |
| 3Y | -30.9% | -86.6% | +55.8% | -18.2% |
| 5Y | +57.7% | -86.1% | +143.8% | +81.9% |
| All | +18.2% | -89.5% | +107.7% | +38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling