-1.0%
RMD vs HTZ
-93.2%
+92.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.0% | +7.3% | -0.3% |
| 7D | +3.1% | -27.5% | +30.6% | +4.4% |
| 30D | +1.8% | -21.9% | +23.6% | +2.7% |
| 3M | +6.7% | -29.2% | +35.9% | +7.8% |
| 6M | +13.9% | -75.2% | +89.1% | +19.6% |
| YTD | -2.0% | -70.8% | +68.8% | +1.5% |
| 1Y | -5.4% | -76.1% | +70.7% | -1.1% |
| 3Y | +67.4% | -82.5% | +149.9% | +73.3% |
| 5Y | -5.7% | -94.1% | +88.4% | +3.7% |
| All | -1.0% | -93.2% | +92.2% | +11.1% |
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 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