-18.8%
HTZ vs NTRS
-6.5%
-12.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +0.8% | -9.2% | -9.3% |
| 7D | -14.6% | +2.1% | -16.7% | -13.0% |
| 30D | -20.8% | +2.7% | -23.5% | -19.4% |
| 3M | -18.8% | -5.7% | -13.1% | -11.4% |
| All | -18.8% | -6.5% | -12.3% | -11.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling