+54.6%
RIO vs HTZ
-93.2%
+147.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.0% | +5.8% | -1.6% |
| 7D | +3.6% | -27.5% | +31.1% | +5.6% |
| 30D | -10.8% | -21.9% | +11.1% | -9.6% |
| 3M | -15.2% | -29.2% | +14.0% | -13.9% |
| 6M | -18.0% | -75.2% | +57.2% | -11.6% |
| YTD | +11.0% | -70.8% | +81.8% | +17.6% |
| 1Y | +26.4% | -76.1% | +102.5% | +35.5% |
| 3Y | +54.4% | -82.5% | +136.9% | +62.6% |
| 5Y | +98.1% | -94.1% | +192.2% | +125.6% |
| All | +54.6% | -93.2% | +147.7% | +76.6% |
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