-59.1%
JD vs HTZ
-89.7%
+30.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.2% | -6.1% | +2.2% |
| 7D | +9.0% | +18.9% | -10.0% | +7.3% |
| 30D | +5.2% | +26.3% | -21.1% | +2.8% |
| 3M | -15.9% | +49.7% | -65.6% | -19.8% |
| 6M | -7.7% | -61.1% | +53.4% | -1.7% |
| YTD | +0.1% | -56.0% | +56.1% | +4.4% |
| 1Y | -9.7% | -66.4% | +56.7% | -3.5% |
| 3Y | +12.9% | -75.8% | +88.7% | +19.7% |
| 5Y | -60.6% | -93.1% | +32.5% | -49.0% |
| All | -59.1% | -89.7% | +30.6% | -49.1% |
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