+99.3%
ROST vs HTZ
-91.9%
+191.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -20.8% | +16.5% | -2.6% |
| 7D | +1.3% | -7.7% | +9.0% | +1.8% |
| 30D | +4.9% | -13.1% | +18.0% | +5.8% |
| 3M | -6.9% | +14.7% | -21.7% | -9.0% |
| 6M | +3.8% | -70.6% | +74.4% | +11.7% |
| YTD | +31.4% | -65.2% | +96.5% | +38.1% |
| 1Y | +46.2% | -73.2% | +119.4% | +56.8% |
| 3Y | +99.8% | -80.8% | +180.6% | +112.1% |
| 5Y | +107.6% | -94.8% | +202.4% | +151.4% |
| All | +99.3% | -91.9% | +191.1% | +138.7% |
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