+60.2%
RIO vs HTZ
-81.5%
+141.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.2% |
| 7D | +4.4% | -16.4% | +20.8% | +5.3% |
| 30D | -8.9% | -15.1% | +6.3% | -8.3% |
| 3M | -12.7% | -28.2% | +15.5% | -11.6% |
| 6M | -16.2% | -73.1% | +56.8% | -11.4% |
| YTD | +13.4% | -68.3% | +81.7% | +18.4% |
| 1Y | +30.9% | -75.2% | +106.1% | +38.0% |
| 3Y | +60.2% | -81.1% | +141.3% | +75.6% |
| All | +60.2% | -81.5% | +141.7% | +75.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling