-91.5%
HTZ vs NIO
-93.1%
+1.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.7% |
| 7D | +7.5% | -13.0% | +20.5% | +10.6% |
| 30D | +47.4% | -18.3% | +65.7% | +53.6% |
| 3M | -54.9% | -33.2% | -21.7% | -50.8% |
| 6M | -47.0% | -21.5% | -25.5% | -45.1% |
| YTD | -55.3% | -25.5% | -29.8% | -53.3% |
| 1Y | -57.6% | -38.0% | -19.6% | -54.5% |
| 3Y | -86.6% | -65.5% | -21.1% | -84.6% |
| 5Y | -86.1% | -90.6% | +4.5% | -79.2% |
| All | -91.5% | -93.1% | +1.6% | -86.5% |
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