+15.6%
ROL vs HTZ
-94.7%
+110.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -20.8% | +21.8% | +1.7% |
| 7D | +11.7% | -7.7% | +19.5% | +11.9% |
| 30D | +27.7% | -13.1% | +40.8% | +28.1% |
| 3M | +3.7% | +14.7% | -11.1% | +2.6% |
| 6M | -27.8% | -70.6% | +42.8% | -25.4% |
| YTD | -34.7% | -65.2% | +30.5% | -33.2% |
| 1Y | -34.1% | -73.2% | +39.1% | -32.0% |
| 3Y | +5.9% | -80.8% | +86.7% | +11.7% |
| 5Y | +15.6% | -94.8% | +110.4% | +34.1% |
| All | +15.6% | -94.7% | +110.4% | +34.1% |
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