-58.3%
JD vs HTZ
-89.5%
+31.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.8% |
| 7D | -1.7% | +7.5% | -9.1% | -2.3% |
| 30D | -13.2% | +47.4% | -60.6% | -16.8% |
| 3M | -3.2% | -54.9% | +51.7% | +2.1% |
| 6M | +15.2% | -47.0% | +62.2% | +18.7% |
| YTD | +2.0% | -55.3% | +57.2% | +6.5% |
| 1Y | -5.4% | -57.6% | +52.3% | -1.8% |
| 3Y | -9.1% | -86.6% | +77.5% | +10.9% |
| 5Y | -59.6% | -86.1% | +26.5% | -55.9% |
| All | -58.3% | -89.5% | +31.2% | -48.1% |
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