Hollyhocks have their own rust, which has been in North America a lot longer than daylily rust. I think the only connection with daylily rust would be that they are both in the Puccinia genus of rusts, Puccinia hemerocallidis versus Puccinia malvacearum. Hollyhock rust is different from daylily rust also in that it completes its life cycle on the one plant whereas for daylily rust to complete the full life cycle takes two.
