+21.8%
ROK vs HTZ
-95.4%
+117.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.4% | +7.0% | -0.5% |
| 7D | -13.8% | -14.6% | +0.8% | -12.3% |
| 30D | -14.9% | -20.8% | +5.8% | -12.9% |
| 3M | -14.7% | -18.8% | +4.1% | -13.5% |
| 6M | -17.7% | -74.7% | +57.0% | -7.3% |
| YTD | -2.5% | -68.1% | +65.6% | +6.1% |
| 1Y | +2.3% | -73.5% | +75.7% | +13.2% |
| 3Y | +52.7% | -81.8% | +134.6% | +66.6% |
| All | +21.8% | -95.4% | +117.2% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling