+86.5%
JNJ vs HTZ
-86.4%
+173.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.5% | -1.2% |
| 7D | +2.7% | +7.5% | -4.8% | +2.6% |
| 30D | +7.4% | +47.4% | -40.1% | +6.5% |
| 3M | +21.2% | -54.9% | +76.1% | +22.6% |
| 6M | +13.4% | -47.0% | +60.4% | +14.0% |
| YTD | +35.1% | -55.3% | +90.4% | +36.3% |
| 1Y | +57.4% | -57.6% | +115.1% | +58.4% |
| All | +86.5% | -86.4% | +173.0% | +101.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling