+92.5%
JNJ vs HTZ
-92.5%
+185.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -8.4% | +9.8% | +1.5% |
| 7D | +1.1% | -14.6% | +15.7% | +1.3% |
| 30D | +6.9% | -20.8% | +27.6% | +7.2% |
| 3M | +8.0% | -18.8% | +26.8% | +8.2% |
| 6M | +24.3% | -74.7% | +99.0% | +26.3% |
| YTD | +35.6% | -68.1% | +103.7% | +37.0% |
| 1Y | +51.1% | -73.5% | +124.5% | +53.1% |
| 3Y | +98.3% | -81.8% | +180.1% | +99.1% |
| 5Y | +94.3% | -95.2% | +189.6% | +94.2% |
| All | +92.5% | -92.5% | +185.1% | +94.7% |
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