+65.9%
ROK vs HTZ
-89.5%
+155.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | +0.7% | +7.5% | -6.8% | -0.1% |
| 30D | -3.3% | +47.4% | -50.7% | -7.8% |
| 3M | -5.9% | -54.9% | +49.0% | -0.4% |
| 6M | +13.9% | -47.0% | +60.9% | +17.7% |
| YTD | +12.6% | -55.3% | +67.8% | +18.3% |
| 1Y | +28.6% | -57.6% | +86.2% | +34.1% |
| 3Y | +45.1% | -86.6% | +131.7% | +67.6% |
| 5Y | +45.6% | -86.1% | +131.7% | +65.3% |
| All | +65.9% | -89.5% | +155.4% | +97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling