-94.4%
HTZ vs NTRS
+79.2%
-173.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.8% |
| 7D | -8.5% | +3.2% | -11.7% | -10.6% |
| 30D | -18.9% | +9.6% | -28.5% | -23.7% |
| 3M | -36.0% | -6.0% | -30.0% | -33.0% |
| 6M | -74.6% | +10.4% | -85.0% | -76.2% |
| YTD | -70.8% | +32.5% | -103.3% | -76.2% |
| 1Y | -75.3% | +41.2% | -116.5% | -80.8% |
| 3Y | -81.6% | +173.4% | -255.0% | -91.3% |
| 5Y | -94.4% | +65.0% | -159.4% | -96.2% |
| All | -94.4% | +79.2% | -173.6% | -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