+96.3%
ROST vs HTZ
-93.2%
+189.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -2.1% |
| 7D | +0.3% | -8.5% | +8.8% | +0.9% |
| 30D | +0.5% | -18.9% | +19.4% | +1.9% |
| 3M | -5.2% | -36.0% | +30.8% | -2.4% |
| 6M | +9.8% | -74.6% | +84.4% | +19.4% |
| YTD | +29.4% | -70.8% | +100.2% | +37.8% |
| 1Y | +44.4% | -75.3% | +119.6% | +55.7% |
| 3Y | +95.0% | -81.6% | +176.6% | +104.6% |
| 5Y | +111.9% | -94.4% | +206.3% | +157.9% |
| All | +96.3% | -93.2% | +189.4% | +138.2% |
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