-9.9%
RKT vs HTZ
-92.5%
+82.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -8.4% | +10.0% | +2.7% |
| 7D | +17.7% | -14.6% | +32.2% | +19.6% |
| 30D | +31.6% | -20.8% | +52.4% | +34.9% |
| 3M | +13.9% | -18.8% | +32.7% | +15.1% |
| 6M | +2.8% | -74.7% | +77.5% | +18.1% |
| YTD | -22.2% | -68.1% | +45.9% | -14.6% |
| 1Y | -3.5% | -73.5% | +70.0% | +8.6% |
| 3Y | +95.3% | -81.8% | +177.1% | +116.6% |
| 5Y | -0.4% | -95.2% | +94.8% | +31.3% |
| All | -9.9% | -92.5% | +82.7% | +17.5% |
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