+4.5%
ROP vs HTZ
-94.7%
+99.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -20.8% | +20.5% | +0.5% |
| 7D | +9.2% | -7.7% | +16.9% | +9.4% |
| 30D | +35.5% | -13.1% | +48.6% | +36.0% |
| 3M | +24.4% | +14.7% | +9.7% | +23.1% |
| 6M | +38.0% | -70.6% | +108.6% | +43.3% |
| YTD | +11.1% | -65.2% | +76.3% | +13.8% |
| 1Y | +10.9% | -73.2% | +84.1% | +14.9% |
| 3Y | -0.5% | -80.8% | +80.4% | +3.2% |
| 5Y | +4.5% | -94.8% | +99.3% | +18.5% |
| All | +4.5% | -94.7% | +99.3% | +18.5% |
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