-57.6%
HTZ vs JAAA
+4.9%
-62.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +0.8% |
| 7D | +7.5% | +0.2% | +7.3% | +6.4% |
| 30D | +47.4% | +0.5% | +46.9% | +42.6% |
| 3M | -54.9% | +1.3% | -56.2% | -58.4% |
| 6M | -47.0% | +2.7% | -49.7% | -55.0% |
| YTD | -55.3% | +3.2% | -58.4% | -61.9% |
| 1Y | -57.6% | +4.9% | -62.6% | -68.1% |
| All | -57.6% | +4.9% | -62.5% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 1y: compounded portfolio wealth divided by compounded JAAA 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…
1y analysis · Full analysis span regression · 6 months rolling