-93.8%
HTZ vs NTRS
+66.7%
-160.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.5% | +8.9% | +9.0% |
| 7D | -27.4% | +0.4% | -27.8% | -27.3% |
| 30D | -11.4% | +5.6% | -17.0% | -14.3% |
| 3M | -33.1% | -4.4% | -28.7% | -30.6% |
| 6M | -73.5% | +12.0% | -85.5% | -75.5% |
| YTD | -68.1% | +32.8% | -100.9% | -74.0% |
| 1Y | -74.3% | +40.0% | -114.3% | -79.9% |
| 3Y | -80.9% | +175.2% | -256.1% | -91.0% |
| 5Y | -93.8% | +66.4% | -160.2% | -95.7% |
| All | -93.8% | +66.7% | -160.4% | -95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling