-94.0%
HTZ vs JAAA
+28.1%
-122.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -16.4% | +0.1% | -16.5% | -16.5% |
| 30D | -15.1% | +0.4% | -15.5% | -15.6% |
| 3M | -28.2% | +1.1% | -29.3% | -29.5% |
| 6M | -73.1% | +2.3% | -75.3% | -74.0% |
| YTD | -68.3% | +3.9% | -72.2% | -70.1% |
| 1Y | -75.2% | +4.8% | -80.0% | -76.9% |
| 3Y | -81.1% | +18.4% | -99.6% | -84.2% |
| 5Y | -95.0% | +27.4% | -122.4% | -96.3% |
| All | -94.0% | +28.1% | -122.0% | -95.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling