+130.5%
JCI vs HTZ
-89.5%
+220.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.8% |
| 7D | +3.8% | +7.5% | -3.6% | +3.3% |
| 30D | -5.7% | +47.4% | -53.1% | -8.8% |
| 3M | -1.4% | -54.9% | +53.5% | +2.5% |
| 6M | +4.1% | -47.0% | +51.1% | +6.4% |
| YTD | +21.7% | -55.3% | +77.0% | +25.6% |
| 1Y | +36.1% | -57.6% | +93.8% | +39.6% |
| 3Y | +154.4% | -86.6% | +241.0% | +186.7% |
| 5Y | +112.0% | -86.1% | +198.1% | +135.1% |
| All | +130.5% | -89.5% | +220.0% | +168.2% |
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