+254.2%
RMBS vs HTZ
-94.3%
+348.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.1% | +5.6% | +0.4% |
| 7D | +21.9% | -14.0% | +35.9% | +24.2% |
| 30D | -13.4% | -19.8% | +6.3% | -11.0% |
| 3M | -15.9% | -45.0% | +29.1% | -9.6% |
| 6M | -34.8% | -73.2% | +38.4% | -25.1% |
| YTD | -7.5% | -70.0% | +62.5% | +3.7% |
| 1Y | -16.9% | -75.7% | +58.8% | -4.6% |
| 3Y | +35.5% | -82.1% | +117.6% | +50.4% |
| 5Y | +254.2% | -94.3% | +348.5% | +378.1% |
| All | +254.2% | -94.3% | +348.5% | +378.1% |
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 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