-73.0%
JBLU vs HTZ
-89.5%
+16.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.2% |
| 7D | -3.5% | +7.5% | -11.0% | -4.9% |
| 30D | -27.2% | +47.4% | -74.6% | -33.7% |
| 3M | -4.3% | -54.9% | +50.6% | +6.1% |
| 6M | -8.3% | -47.0% | +38.7% | -3.1% |
| YTD | +1.8% | -55.3% | +57.0% | +11.8% |
| 1Y | -9.0% | -57.6% | +48.6% | -1.5% |
| 3Y | -21.9% | -86.6% | +64.7% | +2.9% |
| 5Y | -69.0% | -86.1% | +17.1% | -58.2% |
| All | -73.0% | -89.5% | +16.6% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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