+19.8%
ROL vs HTZ
-92.5%
+112.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.3% | -9.2% | -0.2% |
| 7D | +0.8% | -27.4% | +28.2% | +1.7% |
| 30D | +20.6% | -11.4% | +31.9% | +20.9% |
| 3M | +4.5% | -33.1% | +37.5% | +5.5% |
| 6M | -26.5% | -73.5% | +47.0% | -23.9% |
| YTD | -34.8% | -68.1% | +33.3% | -33.2% |
| 1Y | -33.2% | -74.3% | +41.1% | -31.0% |
| 3Y | +4.5% | -80.9% | +85.3% | +8.2% |
| 5Y | +15.5% | -93.8% | +109.3% | +29.2% |
| All | +19.8% | -92.5% | +112.3% | +36.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling