The Final clue: He came to power 34 days before FDR and left it 19 days after him.
They guessed: Stalin. Churchill. Truman. (Truman????)
Stalin ruled until 1953, and started, depending on how exactly you reckon his "ruling" the USSR, sometime in the 1920s. Churchill was PM twice - 1940-1945, and then again 1951-1955. As for Truman (!!!), he didn't come to power until FDR died.
The correct answer? Hitler.