+2.2%
ROP vs HTZ
-94.4%
+96.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.5% |
| 7D | +0.7% | -8.5% | +9.2% | +1.0% |
| 30D | +28.8% | -18.9% | +47.7% | +29.6% |
| 3M | +21.1% | -36.0% | +57.1% | +22.7% |
| 6M | +52.5% | -74.6% | +127.1% | +59.2% |
| YTD | +8.9% | -70.8% | +79.7% | +12.2% |
| 1Y | +8.2% | -75.3% | +83.5% | +12.3% |
| 3Y | -5.2% | -81.6% | +76.4% | -2.6% |
| All | +2.2% | -94.4% | +96.6% | +16.6% |
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