-18.0%
RKT vs HTZ
-93.2%
+75.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.3% |
| 7D | -9.0% | -8.5% | -0.4% | -8.0% |
| 30D | +30.2% | -18.9% | +49.1% | +33.0% |
| 3M | -8.8% | -36.0% | +27.2% | -4.4% |
| 6M | -0.9% | -74.6% | +73.6% | +13.5% |
| YTD | -29.2% | -70.8% | +41.6% | -21.4% |
| 1Y | -20.1% | -75.3% | +55.2% | -9.3% |
| 3Y | +81.3% | -81.6% | +162.9% | +98.4% |
| 5Y | -6.6% | -94.4% | +87.8% | +23.5% |
| All | -18.0% | -93.2% | +75.2% | +8.2% |
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