-13.5%
RKT vs HTZ
-93.2%
+79.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -8.0% | +3.1% | -3.9% |
| 7D | +4.6% | -27.5% | +32.2% | +8.6% |
| 30D | +25.9% | -21.9% | +47.7% | +29.3% |
| 3M | +5.0% | -29.2% | +34.3% | +8.0% |
| 6M | -7.9% | -75.2% | +67.3% | +5.9% |
| YTD | -25.4% | -70.8% | +45.5% | -17.1% |
| 1Y | -15.4% | -76.1% | +60.7% | -3.4% |
| 3Y | +83.3% | -82.5% | +165.8% | +103.2% |
| 5Y | -0.8% | -94.1% | +93.3% | +31.0% |
| All | -13.5% | -93.2% | +79.6% | +14.1% |
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