-10.5%
ROP vs HTZ
-89.5%
+79.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -3.6% |
| 7D | -4.4% | +7.5% | -11.9% | -4.7% |
| 30D | +3.2% | +47.4% | -44.2% | +1.5% |
| 3M | +23.1% | -54.9% | +78.0% | +25.8% |
| 6M | +13.3% | -47.0% | +60.3% | +14.4% |
| YTD | -7.9% | -55.3% | +47.4% | -6.3% |
| 1Y | -22.1% | -57.6% | +35.6% | -21.0% |
| 3Y | -16.8% | -86.6% | +69.8% | -10.1% |
| 5Y | -13.5% | -86.1% | +72.6% | -8.3% |
| All | -10.5% | -89.5% | +79.0% | -2.4% |
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