+49.1%
RIO vs HTZ
-81.0%
+130.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -20.8% | +19.1% | -0.6% |
| 7D | -0.1% | -7.7% | +7.6% | +0.2% |
| 30D | -13.3% | -13.1% | -0.2% | -12.8% |
| 3M | -16.3% | +14.7% | -31.0% | -17.5% |
| 6M | -15.4% | -70.6% | +55.2% | -10.9% |
| YTD | +9.2% | -65.2% | +74.3% | +13.5% |
| 1Y | +26.5% | -73.2% | +99.7% | +32.8% |
| All | +49.1% | -81.0% | +130.0% | +63.9% |
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 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