-42.1%
ROKU vs HTZ
-95.4%
+53.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.4% | +8.5% | +1.7% |
| 7D | +3.5% | -14.6% | +18.1% | +5.9% |
| 30D | +5.1% | -20.8% | +25.9% | +8.8% |
| 3M | +7.0% | -18.8% | +25.8% | +8.1% |
| 6M | +25.4% | -74.7% | +100.1% | +54.9% |
| YTD | +48.0% | -68.1% | +116.1% | +69.1% |
| 1Y | +53.1% | -73.5% | +126.6% | +81.8% |
| 3Y | +92.7% | -81.8% | +174.5% | +120.4% |
| All | -42.1% | -95.4% | +53.3% | +4.2% |
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