+149.4%
JPM vs HTZ
-93.2%
+242.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.0% | +8.0% | +0.5% |
| 7D | +1.2% | -27.5% | +28.7% | +3.3% |
| 30D | +2.7% | -21.9% | +24.6% | +4.2% |
| 3M | -4.5% | -29.2% | +24.8% | -2.9% |
| 6M | +14.3% | -75.2% | +89.5% | +23.1% |
| YTD | +8.2% | -70.8% | +79.0% | +14.5% |
| 1Y | +10.0% | -76.1% | +86.1% | +17.9% |
| 3Y | +149.0% | -82.5% | +231.5% | +160.1% |
| 5Y | +131.0% | -94.1% | +225.1% | +166.9% |
| All | +149.4% | -93.2% | +242.6% | +187.4% |
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 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