+127.3%
JCI vs HTZ
-93.0%
+220.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.1% | +4.7% | -1.0% |
| 7D | +8.4% | -14.0% | +22.4% | +9.4% |
| 30D | -8.9% | -19.8% | +10.9% | -7.8% |
| 3M | -6.4% | -45.0% | +38.6% | -3.2% |
| 6M | +1.6% | -73.2% | +74.9% | +9.0% |
| YTD | +20.1% | -70.0% | +90.1% | +26.7% |
| 1Y | +17.2% | -75.7% | +92.9% | +25.5% |
| 3Y | +190.7% | -82.1% | +272.8% | +203.6% |
| 5Y | +99.9% | -94.3% | +194.2% | +133.8% |
| All | +127.3% | -93.0% | +220.3% | +170.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling