+95.0%
ROST vs HTZ
-89.5%
+184.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | +0.9% | +7.5% | -6.5% | +0.4% |
| 30D | -8.9% | +47.4% | -56.3% | -12.3% |
| 3M | -0.8% | -54.9% | +54.1% | +3.6% |
| 6M | +8.5% | -47.0% | +55.5% | +11.0% |
| YTD | +28.6% | -55.3% | +83.8% | +33.1% |
| 1Y | +52.3% | -57.6% | +110.0% | +56.8% |
| 3Y | +94.8% | -86.6% | +181.4% | +126.9% |
| 5Y | +110.8% | -86.1% | +196.9% | +140.3% |
| All | +95.0% | -89.5% | +184.6% | +130.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling