-9.1%
RKT vs HTZ
-92.6%
+83.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.9% |
| 7D | +10.3% | -16.4% | +26.7% | +12.4% |
| 30D | +32.3% | -15.1% | +47.4% | +34.5% |
| 3M | +10.7% | -28.2% | +38.9% | +13.7% |
| 6M | -3.2% | -73.1% | +69.9% | +10.2% |
| YTD | -21.5% | -68.3% | +46.7% | -13.8% |
| 1Y | -6.0% | -75.2% | +69.2% | +6.8% |
| 3Y | +104.2% | -81.1% | +185.4% | +124.4% |
| 5Y | +2.5% | -95.0% | +97.5% | +35.0% |
| All | -9.1% | -92.6% | +83.5% | +18.6% |
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