+1.0%
RMD vs HTZ
-93.0%
+94.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.1% | +6.2% | +0.4% |
| 7D | -0.2% | -14.0% | +13.8% | +0.4% |
| 30D | +1.6% | -19.8% | +21.4% | +2.4% |
| 3M | +6.0% | -45.0% | +51.0% | +8.3% |
| 6M | +17.9% | -73.2% | +91.1% | +23.4% |
| YTD | 0.0% | -70.0% | +70.0% | +3.4% |
| 1Y | -4.5% | -75.7% | +71.2% | -0.3% |
| 3Y | +70.8% | -82.1% | +152.8% | +76.6% |
| 5Y | -2.0% | -94.3% | +92.2% | +7.4% |
| All | +1.0% | -93.0% | +94.0% | +13.3% |
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