+4.0%
ROL vs HTZ
-82.6%
+86.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.4% | +6.3% | -2.0% |
| 7D | +9.5% | -14.6% | +24.1% | +9.6% |
| 30D | +22.9% | -20.8% | +43.7% | +23.2% |
| 3M | +3.5% | -18.8% | +22.4% | +3.7% |
| 6M | -29.4% | -74.7% | +45.3% | -28.7% |
| YTD | -36.1% | -68.1% | +32.0% | -35.6% |
| 1Y | -34.4% | -73.5% | +39.1% | -33.8% |
| 3Y | +4.0% | -81.8% | +85.8% | +7.3% |
| All | +4.0% | -82.6% | +86.6% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling