+253.1%
RMBS vs HTZ
-85.9%
+339.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | -0.3% | +7.5% | -7.8% | -1.3% |
| 30D | -12.2% | +47.4% | -59.6% | -17.2% |
| 3M | -49.5% | -54.9% | +5.4% | -45.9% |
| 6M | -7.1% | -47.0% | +39.9% | -3.1% |
| YTD | -7.0% | -55.3% | +48.3% | -1.0% |
| 1Y | +13.3% | -57.6% | +71.0% | +19.8% |
| 3Y | +49.2% | -86.6% | +135.9% | +77.7% |
| All | +253.1% | -85.9% | +339.0% | +315.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling