-93.4%
HTZ vs NIO
-94.2%
+0.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -3.0% | -17.8% | -20.1% |
| 7D | -7.7% | -3.6% | -4.1% | -6.8% |
| 30D | -13.1% | -8.0% | -5.1% | -11.4% |
| 3M | +14.7% | -31.2% | +45.9% | +24.3% |
| 6M | -70.6% | -45.8% | -24.8% | -66.5% |
| YTD | -65.2% | -37.3% | -27.9% | -62.2% |
| 1Y | -73.2% | -56.1% | -17.1% | -68.5% |
| 3Y | -80.8% | -61.1% | -19.7% | -78.5% |
| 5Y | -94.8% | -92.4% | -2.4% | -91.8% |
| All | -93.4% | -94.2% | +0.8% | -89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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