+66.0%
JHX vs HTZ
-75.7%
+141.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.1% |
| 7D | -0.2% | -8.5% | +8.4% | +0.7% |
| 30D | +13.1% | -18.9% | +32.0% | +15.2% |
| 3M | -10.0% | -36.0% | +26.0% | -6.7% |
| 6M | +38.9% | -74.6% | +113.5% | +58.0% |
| YTD | +34.0% | -70.8% | +104.8% | +45.6% |
| 1Y | +66.0% | -75.3% | +141.3% | +85.4% |
| All | +66.0% | -75.7% | +141.7% | +85.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling