+18.9%
ROL vs HTZ
-89.7%
+108.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +9.2% | -6.4% | +2.4% |
| 7D | +14.6% | +18.9% | -4.4% | +13.9% |
| 30D | +29.3% | +26.3% | +3.0% | +28.1% |
| 3M | +2.0% | +49.7% | -47.7% | +0.2% |
| 6M | -28.5% | -61.1% | +32.6% | -26.9% |
| YTD | -35.3% | -56.0% | +20.7% | -34.4% |
| 1Y | -34.7% | -66.4% | +31.7% | -33.1% |
| 3Y | +4.9% | -75.8% | +80.6% | +8.5% |
| 5Y | +13.2% | -93.1% | +106.2% | +25.6% |
| All | +18.9% | -89.7% | +108.6% | +34.3% |
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