+2.3%
ROK vs HTZ
-75.3%
+77.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.4% | +7.0% | -0.5% |
| 7D | -13.8% | -14.6% | +0.8% | -12.0% |
| 30D | -14.9% | -20.8% | +5.8% | -12.7% |
| 3M | -14.7% | -18.8% | +4.1% | -13.1% |
| 6M | -17.7% | -74.7% | +57.0% | -3.8% |
| YTD | -2.5% | -68.1% | +65.6% | +8.2% |
| 1Y | +2.3% | -73.5% | +75.7% | +16.9% |
| All | +2.3% | -75.3% | +77.6% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling