+125.6%
JCI vs HTZ
-92.6%
+218.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +4.8% |
| 7D | -3.4% | -16.4% | +13.0% | -2.4% |
| 30D | -10.1% | -15.1% | +5.0% | -9.4% |
| 3M | -6.8% | -28.2% | +21.4% | -5.4% |
| 6M | +2.0% | -73.1% | +75.0% | +9.4% |
| YTD | +19.2% | -68.3% | +87.5% | +25.3% |
| 1Y | +16.7% | -75.2% | +92.0% | +24.9% |
| 3Y | +194.3% | -81.1% | +275.5% | +206.6% |
| 5Y | +103.0% | -95.0% | +198.0% | +138.5% |
| All | +125.6% | -92.6% | +218.2% | +167.6% |
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