-30.0%
RMBS vs HTZ
-75.3%
+45.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -8.4% | +15.3% | +8.5% |
| 7D | -12.0% | -14.6% | +2.6% | -9.1% |
| 30D | -33.1% | -20.8% | -12.4% | -30.3% |
| 3M | -23.7% | -18.8% | -4.9% | -21.7% |
| 6M | -42.7% | -74.7% | +32.0% | -28.1% |
| YTD | -18.9% | -68.1% | +49.2% | -5.9% |
| 1Y | -30.0% | -73.5% | +43.5% | -16.1% |
| All | -30.0% | -75.3% | +45.3% | -16.1% |
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 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