-58.4%
JD vs HTZ
-94.3%
+35.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.0% | +7.7% | +0.4% |
| 7D | +5.2% | -27.5% | +32.7% | +7.6% |
| 30D | +4.5% | -21.9% | +26.4% | +6.1% |
| 3M | -15.4% | -29.2% | +13.8% | -13.8% |
| 6M | -6.0% | -75.2% | +69.2% | +3.6% |
| YTD | +2.2% | -70.8% | +73.0% | +9.8% |
| 1Y | -6.7% | -76.1% | +69.5% | +2.2% |
| 3Y | +20.5% | -82.5% | +103.0% | +32.1% |
| 5Y | -58.4% | -94.1% | +35.7% | -43.5% |
| All | -58.4% | -94.3% | +35.9% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling