+1.3%
RMD vs HTZ
-93.0%
+94.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.1% | +6.5% | +0.7% |
| 7D | +0.1% | -14.0% | +14.1% | +0.7% |
| 30D | +1.9% | -19.8% | +21.7% | +2.7% |
| 3M | +6.3% | -45.0% | +51.3% | +8.6% |
| 6M | +18.2% | -73.2% | +91.5% | +23.7% |
| YTD | +0.3% | -70.0% | +70.3% | +3.7% |
| 1Y | -4.3% | -75.7% | +71.4% | 0.0% |
| 3Y | +71.3% | -82.1% | +153.3% | +77.1% |
| 5Y | -1.8% | -94.3% | +92.5% | +7.7% |
| All | +1.3% | -93.0% | +94.3% | +13.6% |
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 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