-27.0%
RMBS vs HTZ
-77.9%
+50.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.0% | +8.0% | +1.5% |
| 7D | -8.4% | -27.5% | +19.1% | -2.6% |
| 30D | -24.9% | -21.9% | -3.0% | -21.4% |
| 3M | -15.8% | -29.2% | +13.5% | -11.4% |
| 6M | -37.5% | -75.2% | +37.7% | -21.3% |
| YTD | -12.1% | -70.8% | +58.7% | +3.7% |
| 1Y | -27.0% | -76.1% | +49.1% | -9.7% |
| All | -27.0% | -77.9% | +50.9% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling