+99.2%
JNJ vs HTZ
-93.2%
+192.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +0.8% |
| 7D | +3.5% | -8.5% | +12.0% | +3.6% |
| 30D | +12.5% | -18.9% | +31.5% | +12.8% |
| 3M | +9.6% | -36.0% | +45.6% | +10.1% |
| 6M | +25.3% | -74.6% | +99.9% | +27.3% |
| YTD | +40.3% | -70.8% | +111.1% | +41.9% |
| 1Y | +49.6% | -75.3% | +124.9% | +51.8% |
| 3Y | +110.8% | -81.6% | +192.4% | +111.7% |
| 5Y | +99.1% | -94.4% | +193.6% | +100.1% |
| All | +99.2% | -93.2% | +192.3% | +101.6% |
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