-57.1%
JD vs HTZ
-92.5%
+35.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -8.4% | +10.0% | +2.4% |
| 7D | +13.4% | -14.6% | +27.9% | +14.4% |
| 30D | +7.7% | -20.8% | +28.5% | +9.3% |
| 3M | -11.3% | -18.8% | +7.5% | -10.7% |
| 6M | -5.1% | -74.7% | +69.5% | +4.7% |
| YTD | +5.0% | -68.1% | +73.1% | +12.2% |
| 1Y | -5.6% | -73.5% | +67.8% | +2.5% |
| 3Y | +17.8% | -81.8% | +99.6% | +26.9% |
| 5Y | -57.2% | -95.2% | +38.1% | -42.8% |
| All | -57.1% | -92.5% | +35.4% | -45.3% |
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 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