+5.9%
RIG vs HTZ
-92.5%
+98.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -8.4% | +11.1% | +3.8% |
| 7D | -24.5% | -14.6% | -9.9% | -23.3% |
| 30D | -2.8% | -20.8% | +18.0% | -0.6% |
| 3M | +1.6% | -18.8% | +20.4% | +2.2% |
| 6M | -15.9% | -74.7% | +58.8% | -2.9% |
| YTD | +26.9% | -68.1% | +95.0% | +38.5% |
| 1Y | +34.4% | -73.5% | +107.8% | +50.4% |
| 3Y | -21.2% | -81.8% | +60.6% | -16.1% |
| 5Y | +46.4% | -95.2% | +141.6% | +88.1% |
| All | +5.9% | -92.5% | +98.4% | +28.0% |
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