-91.5%
HTZ vs NTR
+50.8%
-142.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.9% |
| 7D | +7.5% | +8.1% | -0.6% | +4.6% |
| 30D | +47.4% | +18.8% | +28.7% | +38.5% |
| 3M | -54.9% | +16.2% | -71.1% | -57.5% |
| 6M | -47.0% | +9.8% | -56.8% | -49.7% |
| YTD | -55.3% | +30.9% | -86.1% | -60.7% |
| 1Y | -57.6% | +41.8% | -99.4% | -64.6% |
| 3Y | -86.6% | +35.8% | -122.4% | -88.9% |
| 5Y | -86.1% | +51.0% | -137.2% | -90.6% |
| All | -91.5% | +50.8% | -142.3% | -94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling