-93.4%
HTZ vs JAAA
+28.0%
-121.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | 0.0% | -20.8% | -20.8% |
| 7D | -7.7% | +0.2% | -7.9% | -7.9% |
| 30D | -13.1% | +0.4% | -13.5% | -13.7% |
| 3M | +14.7% | +1.2% | +13.6% | +12.7% |
| 6M | -70.6% | +2.3% | -72.9% | -71.6% |
| YTD | -65.2% | +3.9% | -69.0% | -67.1% |
| 1Y | -73.2% | +4.8% | -78.0% | -75.0% |
| 3Y | -80.8% | +18.7% | -99.5% | -84.0% |
| 5Y | -94.8% | +27.4% | -122.2% | -96.1% |
| All | -93.4% | +28.0% | -121.4% | -95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling