+48.9%
ROK vs HTZ
-92.6%
+141.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.7% |
| 7D | -11.5% | -16.4% | +4.9% | -9.8% |
| 30D | -10.0% | -15.1% | +5.1% | -8.5% |
| 3M | -11.4% | -28.2% | +16.7% | -9.1% |
| 6M | -13.7% | -73.1% | +59.4% | -4.0% |
| YTD | +1.0% | -68.3% | +69.3% | +9.6% |
| 1Y | +5.6% | -75.2% | +80.9% | +17.3% |
| 3Y | +59.1% | -81.1% | +140.2% | +69.9% |
| 5Y | +26.1% | -95.0% | +121.1% | +54.1% |
| All | +48.9% | -92.6% | +141.5% | +82.8% |
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