+53.1%
RIO vs HTZ
-92.5%
+145.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.4% | +9.1% | +1.2% |
| 7D | +2.2% | -14.6% | +16.8% | +3.1% |
| 30D | -10.1% | -20.8% | +10.7% | -9.0% |
| 3M | -14.1% | -18.8% | +4.7% | -13.6% |
| 6M | -18.9% | -74.7% | +55.8% | -12.7% |
| YTD | +9.9% | -68.1% | +78.0% | +15.8% |
| 1Y | +27.0% | -73.5% | +100.5% | +35.2% |
| 3Y | +50.1% | -81.8% | +131.9% | +58.0% |
| 5Y | +95.3% | -95.2% | +190.5% | +122.0% |
| All | +53.1% | -92.5% | +145.6% | +73.9% |
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