-93.9%
HTZ vs NTRS
+73.7%
-167.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +0.8% | -9.2% | -9.0% |
| 7D | -14.6% | +2.1% | -16.7% | -15.2% |
| 30D | -20.8% | +2.7% | -23.5% | -21.8% |
| 3M | -18.8% | -5.7% | -13.1% | -14.9% |
| 6M | -74.7% | +6.8% | -81.5% | -75.7% |
| YTD | -68.1% | +28.4% | -96.5% | -73.4% |
| 1Y | -73.5% | +37.5% | -111.0% | -78.9% |
| 3Y | -81.8% | +167.5% | -249.3% | -91.3% |
| 5Y | -95.2% | +62.1% | -157.4% | -96.7% |
| All | -93.9% | +73.7% | -167.6% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling