-94.4%
HTZ vs NTRS
+78.8%
-173.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.1% | -8.1% | -8.1% |
| 7D | -27.5% | +3.1% | -30.6% | -28.7% |
| 30D | -21.9% | +5.8% | -27.6% | -24.6% |
| 3M | -29.2% | -4.9% | -24.4% | -26.4% |
| 6M | -75.2% | +11.9% | -87.1% | -77.0% |
| YTD | -70.8% | +32.2% | -103.0% | -76.2% |
| 1Y | -76.1% | +39.6% | -115.8% | -81.3% |
| 3Y | -82.5% | +173.9% | -256.5% | -91.8% |
| 5Y | -94.1% | +67.1% | -161.2% | -96.0% |
| All | -94.4% | +78.8% | -173.3% | -96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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