+29.5%
ROK vs HTZ
-94.3%
+123.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -8.0% | +10.0% | +2.9% |
| 7D | -11.0% | -27.5% | +16.5% | -7.9% |
| 30D | -8.2% | -21.9% | +13.7% | -5.8% |
| 3M | -8.5% | -29.2% | +20.8% | -5.8% |
| 6M | -12.0% | -75.2% | +63.2% | -0.7% |
| YTD | +3.1% | -70.8% | +73.9% | +13.2% |
| 1Y | +2.9% | -76.1% | +79.0% | +15.3% |
| 3Y | +60.7% | -82.5% | +143.2% | +75.7% |
| 5Y | +29.5% | -94.1% | +123.6% | +66.9% |
| All | +29.5% | -94.3% | +123.8% | +66.9% |
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 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