-93.9%
HTZ vs NVMI
+206.1%
-300.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +11.7% | -20.1% | -11.4% |
| 7D | -14.6% | +0.3% | -14.9% | -14.8% |
| 30D | -20.8% | -17.1% | -3.7% | -17.1% |
| 3M | -18.8% | -17.9% | -0.9% | -15.0% |
| 6M | -74.7% | -41.4% | -33.3% | -71.5% |
| YTD | -68.1% | -4.6% | -63.5% | -68.4% |
| 1Y | -73.5% | -0.3% | -73.2% | -74.1% |
| 3Y | -81.8% | +214.5% | -296.3% | -90.3% |
| 5Y | -95.2% | +148.5% | -243.7% | -97.2% |
| All | -93.9% | +206.1% | -300.0% | -96.8% |
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