-91.5%
HTZ vs NTRS
+87.6%
-179.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +7.5% | +0.4% | +7.1% | +7.1% |
| 30D | +47.4% | +1.7% | +45.7% | +45.6% |
| 3M | -54.9% | +8.9% | -63.8% | -57.4% |
| 6M | -47.0% | +30.6% | -77.6% | -56.3% |
| YTD | -55.3% | +38.7% | -93.9% | -64.8% |
| 1Y | -57.6% | +48.1% | -105.7% | -68.4% |
| 3Y | -86.6% | +165.5% | -252.1% | -93.6% |
| 5Y | -86.1% | +85.6% | -171.7% | -91.4% |
| All | -91.5% | +87.6% | -179.1% | -94.8% |
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