-86.5%
HTZ vs NTR
+35.3%
-121.8%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.7% |
| 7D | +7.5% | +8.1% | -0.6% | +5.2% |
| 30D | +47.4% | +18.8% | +28.7% | +40.5% |
| 3M | -54.9% | +16.2% | -71.1% | -56.9% |
| 6M | -47.0% | +9.8% | -56.8% | -49.2% |
| YTD | -55.3% | +30.9% | -86.1% | -60.4% |
| 1Y | -57.6% | +41.8% | -99.4% | -64.5% |
| All | -86.5% | +35.3% | -121.8% | -88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling