Animal home range use is a central focus of ecological research. However, how and why home range size varies between individuals is not well studied or understood for most species. We develop a hierarchical analytical approach--using generalized linear mixed-effects modeling of time series of home range sizes--that allows variance in home range size to be decomposed into components due to variation in temporal, spatial, and individual-level processes, also facilitating intra- and interspecific comparative analyses. We applied the approach to data from a roe deer population radiotracked in central Italy. Over multiple timescales, temporal variation is explained by photoperiod and climate and spatial variation by the distribution of habitat types and spatial variance in radiotracking error. Differences between individuals explained a substantial amount of variance in home range size, but only a relatively minor part was explained by the individual attributes of sex and age. We conclude that the choice of temporal scale at which data are collected and the definition of home range can significantly influence biological inference. We suggest that the appropriate choice of scale and definition requires a good understanding of the ecology and life history of the study species. Our findings contrast with several common assumptions about roe deer behavior.