+143.9%
JPM vs HTZ
-92.5%
+236.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.4% | +7.5% | -0.3% |
| 7D | -0.8% | -14.6% | +13.8% | +0.2% |
| 30D | +1.5% | -20.8% | +22.3% | +2.8% |
| 3M | -5.7% | -18.8% | +13.2% | -5.1% |
| 6M | +7.2% | -74.7% | +81.9% | +15.4% |
| YTD | +5.8% | -68.1% | +73.9% | +11.3% |
| 1Y | +8.8% | -73.5% | +82.3% | +15.7% |
| 3Y | +147.4% | -81.8% | +229.2% | +158.7% |
| 5Y | +125.3% | -95.2% | +220.6% | +162.1% |
| All | +143.9% | -92.5% | +236.5% | +179.4% |
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