-93.9%
HTZ vs NBIX
+69.2%
-163.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +3.0% | -11.4% | -9.3% |
| 7D | -14.6% | +12.7% | -27.3% | -17.6% |
| 30D | -20.8% | +14.7% | -35.5% | -24.0% |
| 3M | -18.8% | +3.0% | -21.8% | -19.7% |
| 6M | -74.7% | +12.0% | -86.7% | -76.0% |
| YTD | -68.1% | +16.1% | -84.2% | -70.3% |
| 1Y | -73.5% | +6.4% | -79.8% | -74.6% |
| 3Y | -81.8% | +44.4% | -126.2% | -85.2% |
| 5Y | -95.2% | +76.6% | -171.9% | -96.5% |
| All | -93.9% | +69.2% | -163.1% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NBIX.
Daily Out/Under-Performance
Portfolio return minus NBIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NBIX 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 all: compounded portfolio wealth divided by compounded NBIX 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…
all analysis · Full analysis span regression · 6 months rolling