+83.7%
JNJ vs HTZ
-85.9%
+169.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.6% |
| 3M | +21.2% | -54.9% | +76.1% | +22.3% |
| 6M | +13.4% | -47.0% | +60.4% | +13.9% |
| YTD | +35.1% | -55.3% | +90.4% | +36.1% |
| 1Y | +57.4% | -57.6% | +115.1% | +58.2% |
| 3Y | +86.8% | -86.6% | +173.4% | +87.8% |
| All | +83.7% | -85.9% | +169.5% | +80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling