-94.0%
HTZ vs NVMI
+225.7%
-319.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.4% | -7.0% | -2.2% |
| 7D | -16.4% | +9.6% | -26.0% | -18.6% |
| 30D | -15.1% | -5.6% | -9.5% | -14.2% |
| 3M | -28.2% | -15.2% | -13.0% | -25.6% |
| 6M | -73.1% | -36.1% | -37.0% | -70.3% |
| YTD | -68.3% | +1.5% | -69.8% | -69.1% |
| 1Y | -75.2% | +8.3% | -83.6% | -76.3% |
| 3Y | -81.1% | +212.6% | -293.7% | -89.7% |
| 5Y | -95.0% | +158.4% | -253.4% | -97.1% |
| All | -94.0% | +225.7% | -319.7% | -96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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