+150.4%
JPM vs HTZ
-92.5%
+243.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.3% | -8.9% | -0.2% |
| 7D | -2.5% | -27.4% | +25.0% | -0.5% |
| 30D | +2.7% | -11.4% | +14.1% | +3.3% |
| 3M | -4.7% | -33.1% | +28.4% | -2.7% |
| 6M | +15.6% | -73.5% | +89.1% | +23.9% |
| YTD | +8.6% | -68.1% | +76.7% | +14.2% |
| 1Y | +10.9% | -74.3% | +85.2% | +18.2% |
| 3Y | +149.9% | -80.9% | +230.8% | +159.5% |
| 5Y | +131.9% | -93.8% | +225.7% | +166.8% |
| All | +150.4% | -92.5% | +243.0% | +186.7% |
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