-93.9%
HTZ vs NTR
+36.7%
-130.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -1.0% | -7.4% | -8.0% |
| 7D | -14.6% | +3.0% | -17.6% | -15.4% |
| 30D | -20.8% | +2.2% | -22.9% | -21.4% |
| 3M | -18.8% | +7.9% | -26.7% | -21.3% |
| 6M | -74.7% | -1.5% | -73.2% | -74.7% |
| YTD | -68.1% | +18.6% | -86.7% | -71.1% |
| 1Y | -73.5% | +31.7% | -105.2% | -77.1% |
| 3Y | -81.8% | +46.4% | -128.3% | -85.6% |
| 5Y | -95.2% | +24.2% | -119.4% | -96.4% |
| All | -93.9% | +36.7% | -130.6% | -95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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