+115.3%
JCI vs HTZ
-92.5%
+207.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -8.4% | +11.1% | +3.3% |
| 7D | -9.4% | -14.6% | +5.2% | -8.6% |
| 30D | -13.4% | -20.8% | +7.4% | -12.3% |
| 3M | -12.4% | -18.8% | +6.4% | -11.9% |
| 6M | -5.1% | -74.7% | +69.6% | +2.2% |
| YTD | +13.7% | -68.1% | +81.8% | +19.6% |
| 1Y | +11.4% | -73.5% | +84.9% | +18.5% |
| 3Y | +175.9% | -81.8% | +257.7% | +189.1% |
| 5Y | +98.4% | -95.2% | +193.6% | +133.5% |
| All | +115.3% | -92.5% | +207.9% | +155.3% |
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