-12.0%
JHX vs HTZ
-90.6%
+78.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.3% | +2.1% | -2.7% |
| 7D | +1.6% | -10.4% | +12.0% | +2.7% |
| 30D | -5.0% | -2.4% | -2.6% | -5.2% |
| 3M | +24.5% | -60.9% | +85.3% | +33.4% |
| 6M | +34.9% | -50.2% | +85.1% | +40.1% |
| YTD | +39.3% | -59.7% | +99.1% | +47.7% |
| 1Y | +48.6% | -66.0% | +114.6% | +58.5% |
| 3Y | -2.0% | -87.1% | +85.0% | +13.5% |
| 5Y | -24.4% | -86.9% | +62.5% | -14.1% |
| All | -12.0% | -90.6% | +78.6% | +5.4% |
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