+16.1%
JPM vs HTZ
-60.6%
+76.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.2% | -5.0% | +3.7% |
| 7D | +3.8% | +18.9% | -15.2% | +2.9% |
| 30D | +6.5% | +26.3% | -19.8% | +5.1% |
| 3M | -1.0% | +49.7% | -50.7% | -3.8% |
| 6M | +15.5% | -61.1% | +76.6% | +21.8% |
| YTD | +11.4% | -56.0% | +67.4% | +14.7% |
| 1Y | +16.1% | -66.4% | +82.5% | +23.8% |
| All | +16.1% | -60.6% | +76.7% | +23.8% |
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