+53.9%
ROK vs HTZ
-93.2%
+147.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.2% |
| 7D | +7.1% | -8.5% | +15.6% | +8.0% |
| 30D | -5.0% | -18.9% | +14.0% | -3.0% |
| 3M | -9.4% | -36.0% | +26.6% | -5.7% |
| 6M | -11.0% | -74.6% | +63.6% | -0.5% |
| YTD | +4.4% | -70.8% | +75.3% | +14.2% |
| 1Y | +7.4% | -75.3% | +82.7% | +19.2% |
| 3Y | +61.0% | -81.6% | +142.5% | +71.6% |
| 5Y | +30.4% | -94.4% | +124.8% | +59.3% |
| All | +53.9% | -93.2% | +147.1% | +90.4% |
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